This dissertation introduces some new properties of both superfluid phases of fermions with spin-orbit coupling (SOC) and superradiant phases of photons in an optical cavity. The effects of SOC on the phase transition between normal and superfluid phase are revealed; an unconventional crossover driven by SOC from the Bardeen-Cooper-Schrieffer (BCS) state to the Bose-Einstein condensate (BEC) state is verified in three different systems; and two kinds of excitations, a Goldstone mode and a Higgs mode, are demonstrated to occur in a quantum optical system. We investigate the BCS superfluid state of two-component atomic Fermi gases in the presence of three kinds of SOCs. We find that SOC drives a class of BCS to BEC crossover that is different from the conventional one without SOC. Here, we extend the concepts of the coherence length and Cooper-pair size in the absence of SOC to Fermi systems with SOC. We study the dependence of chemical potential, coherence length, and Cooper-pair size on the SOC strength and the scattering length in three dimensions (3D) (or the twobody binding energy in two dimensions (2D)) for three attractively interacting Fermi gases with 3D Rashba, 3D Weyl, and 2D Rashba SOC respectively. By adding a population imbalance to a Fermi gas with Rashba-type SOC, we also map out the finite-temperature phase diagram. Due to a competition between SOC and population imbalance, the finite-temperature phase diagram reveals a large variety of new features, including the expanding of the superfluid state regime and the shrinking of both the phase separation and the normal regimes. We find that the tricritical point moves toward a regime of low temperature, high magnetic field, and high polarization as the SOC strength increases. Besides Fermi fluids, this dissertation also gives a new angle of view on the superradiant phase in the Dicke model. Here, we demonstrate that Goldstone and Higgs modes can be observed in an optical system with only a few atoms inside a cavity. The model we study is the U(1)/Z2 Dicke model with N qubits (two-level atoms) coupled to a single photon mode.