Multidimensional stochastic integrate-and-fire (IF) models are a standard spike-generator model in studies of firing variability, neural information transmission, and neural network dynamics. Most popular is a version with Gaussian noise and adaptation currents that can be described via Markovian embedding by a set of d + 1 stochastic differential equations corresponding to a Fokker-Planck equation (FPE) for one voltage and d auxiliary variables. For the specific case d = 1, we find a set of partial differential equations that govern the stationary probability density, the stationary firing rate, and, central to our study, the spike-train power spectrum. We numerically solve the corresponding equations for various examples by a finite-difference method and compare the resulting spike-train power spectra to those obtained by numerical simulations of the IF models. Examples include leaky IF models driven by either high-pass-filtered (green) or low-pass-filtered (red) noise (surprisingly, already in this case, the Markovian embedding is not unique), white-noise-driven IF models with spike-frequency adaptation (deterministic or stochastic) and models with a bursting mechanism. We extend the framework to general d and study as an example an IF neuron driven by a narrow-band noise (leading to a three-dimensional FPE). The many examples illustrate the validity of our theory but also clearly demonstrate that different forms of colored noise or adaptation entail a rich repertoire of spectral shapes. The framework developed so far provides the theory of the spike statistics of neurons with known sources of noise and adaptation. In the final part, we use our results to develop a theory of spike-train correlations when noise sources are not known but emerge from the nonlinear interactions among neurons in sparse recurrent networks such as found in cortex. In this theory, network input to a single cell is described by a multidimensional Ornstein-Uhlenbeck process with coefficients that are related to the output spike-train power spectrum. This leads to a system of equations which determine the self-consistent spike-train and noise statistics. For a simple example, we find a low-dimensional numerical solution of these equations and verify our framework by simulation results of a large sparse recurrent network of integrate-and-fire neurons.