This work focuses on three nonlinear relativistic equations: the symmetric Chiral field equation, Einstein's field equation for metrics with two commuting Killing vectors and Einstein's field equation for diagonal metrics that depend on three variables. The symmetric Chiral field equation is studied using the Zakharov-Mikhailov transform, with which its infinitely many local conservation laws are derived and its solitons on diagonal backgrounds are studied. It is also proven that it is equivalent to a novel equation that poses a fascinating similarity to the Sinh-Gordon equation. For the 1+1 Einstein equation the Belinski-Zakharov transformation is explored. It is used to derive explicit formula for N gravitational solitons on arbitrary diagonal background. In particular, the method is used to derive gravitational solitons on the Einstein-Rosen background. The similarities and differences between the attributes of the solitons of the symmetric Chiral field equation and those of the 1+1 Einstein equation are emphasized, and their origin is pointed out. For the 1+2 Einstein equation, new equations describing diagonal metrics are derived and their compatibility is proven. Different gravitational waves are studied that naturally extend the class of Bondi-Pirani-Robinson waves. It is further shown that the Bondi-Pirani-Robinson waves are stable with respect to perturbations of the spacetime. Their stability is closely related to the stability of the Schwarzschild black hole and the relation between the two allows to conjecture about the stability of a wide range of gravitational phenomena. Lastly, a new set of equations that describe weak gravitational waves is derived. This new system of equations is closely and fundamentally connected with the nonlinear Schrödinger equation and can be properly called the nonlinear Schrödinger-Einstein equations. A few preliminary solutions are constructed.