This chapter reports on theoretical protocols for generating nonclassical states of light and mechanics. Nonclassical states are understood as squeezed states, entangled states or states with negative Wigner function, and the nonclassicality can refer either to light, to mechanics, or to both, light and mechanics. In all protocols nonclassicallity arises from a strong optomechanical coupling. Some protocols rely in addition on homodyne detection or photon counting of light.