Smoothed Particle Hydrodynamics (SPH) is a meshless numerical method which has long been put into practice for scientific and engineering applications. It arises as a numerical discretization of convolution-like integral operators that approximate local differential operators. There have been many studies on the SPH with an emphasis on its role as a numerical scheme for partial differential equations while little attention is paid to the underlying continuum nonlocal models that lie intermediate between the two. The main goal of this thesis is to provide mathematical understanding of the SPH-like meshless methods by means of ongoing developments in studies of nonlocal models with a finite range of nonlocal interactions. It is timely for such a work to be initiated with growing interests in the nonlocal models. The thesis touches on numerical, theoretical and modeling aspects of the nonlocal integro-differential equations pertaining to the SPH-like schemes. As illustrative examples of each aspect it presents robust SPH-like schemes for advection-convection equations, discusses the stabilities of nonsymmetric nonlocal gradient operators, and proposes a new formulation of nonlocal Dirichlet-like type boundary conditions.