This thesis deals with the investigation of the first hyperpolarizabilities (β) of a large number of molecules linked to other molecules either covalently or noncovalently. Chapter 1 gives a brief introduction to supramolecular chemistry and Nonlinear Optics (NLO). A survey of literature pertinent to noncovalently interacting supramolecular assembly and their NLO properties as well as NLO properties of oligomeric systems has been presented. The scope of the present investigation has been described at the end of the chapter. Chapter 2 discusses all the methods used in carrying out this thesis work. The first hyperpolarizabilities (β) of all the compounds have been measured by the hyper Rayleigh scattering (HRS) technique; the experimental details of which are written in this chapter. Various spectroscopic techniques such as NMR, IR, UV-Vis, etc. that were used in the investigation have been presented. The subsequent chapters 3-5 deal with the actual results obtained in this work. In chapter 3 first hyperpolarizabilities of o-, m-, and p-aminobenzoic acids and their oligomers viz., dimer, trimer and tetramer (covalently linked) have been studied. The compounds are synthesized and characterized by various spectroscopic methods and their β values have been measured by HRS. The hyperpolarizability increases in going from the monomer to the dimer but decreases subsequently from the dimer to the trimer to the tetramer. This unexpected trend in β has been attributed to the formation of molecular aggregates in the trimers and tetramers. Further evidences of aggregation come from the results of1H NMR spectroscopy and conductivity measurements. In chapter 4, synthesis, characterization and HRS investigation to probe the formation, dissociation and binding constants of hydrogen bonded supramolecular complexes (noncovalent interaction) formed in solution between 6-amino-2-(pivaloylamino)pyridine and ferrocene functionalized barbituric acid and 5-methoxy-N,N′-bis(6-amino-2-pyridinyl)-1,3-benzenedicarboxamide and ferrocenyl barbituric acid have been described. From the HRS data the stoichiometry of the supramolecular complexes has been determined and compared to that from the NMR data. Some of the complex stoichiometries that are measured by HRS have not been seen in the NMR data and vice versa. The results have been rationalized in terms of the strengths and weaknesses of various spectroscopic methods as applied to this problem. Many fold increase in the β value has been realized in the supramolecular complex formation process. Depolarized HRS experiments have been carried out to obtain structural information on the complexes. In the last chapter the synthesis, characterization and measurements on the first hyperpolarizabilities of unsubstituted tetraphenylporphyrin and its metallated complexes have been presented. Synthesis of supramolecular complexes of ferrocenyl barbituric acid with functionalized porphyrin compounds has been carried out although the amount of the final complex was insufficient for HRS measurements. This chapter ends with a perspective for the future work in the direction.