Metamaterials may be fabricated that include some form of nonlinear media, whose properties change with the power of the incident wave. Nonlinear media are essential for nonlinear optics. Most optical materials have a relatively weak response, meaning that their properties change by only a small amount for large changes in the intensity of the electromagnetic field. The local electromagnetic fields of the inclusions in nonlinear metamaterials can be much larger than the average value of the field. Besides, remarkable nonlinear effects have been predicted and observed if the metamaterial effective dielectric permittivity is very small (epsilon-near-zero media). In addition, exotic properties such as a negative refractive index, create opportunities to tailor the phase matching conditions that must be satisfied in any nonlinear optical structure.