Optical resonators such as silica micro-spheres and micro-toroids can support whispering gallery modes (WGMs), where light circulates near the resonator surface and is confined by the total internal reflection at the dielectric boundary. Such resonators can exhibit very high quality (Q) factors, since the resonator surface can maintain atomic level smoothness. The combination of high Q factors and small resonator volumes has led to a wide range of applications in sensing, optomechanics, nonlinear optics, and quantum optics. In this dissertation, we introduce a new type of whispering gallery resonators (WGRs) based on micro-droplets in an immiscible liquid-liquid system. Within such an all-liquid platform, it is possible to achieve highly nonlinear coupling between light and liquid that can potentially lead to single-photon level optical nonlinearity. Specifically, we experimentally characterize a droplet (D~500um) of index matching fluid submerged in the water as a high-Q optical resonator, where we use an optical fiber taper to couple light into the droplet through non-contact evanescent coupling. The highest Q-factor observed in the experiment is 2x10^7 which closely matches the upper limit of intrinsic Q-factor set by the material absorption. Given with such a high Q factor, the WGM can exert strong radiation pressure on the droplet interface, push it outward, increase the length of optical path, and produce a red-shift in WGM resonance. Our experimental results have found that the ratio of those resonance shifts and the optical power coupled into the resonator is approximately 60 fm/μW. The result closely matches to our steady-state estimation based on solving the coupled Maxwell-Navier-Stokes equation. To investigate the dynamic interplay of light and liquid, we develop a harmonic oscillator (HO) model to describe the time-domain behaviors of the coupled optofluidic system. We find a good agreement between theoretical predictions and our experimental data. The shift of WGM resonance can potentially be induced by thermal effects. To estimate the magnitude of thermal effects, we also investigate the thermally induced nonlinear behaviors of WGMs in a cylindrical fiber resonator (D~125um), where we change the mechanism of heat dissipation by changing the cladding material (e.g. air and water). For direct temperature measurements, we use a fiber optical resonator with a fiber Bragg grating (FBG) inscribed in the fiber core to observe temperature shifts induced by the high-Q WGMs. Our result shows that the temperature increase in the fiber resonator in the water is 0.13 C, whereas the fiber resonator in air shows ~4.5 C increase in temperature. Our results suggest that the relatively high thermal conductivity of water suppresses thermal nonlinearity by ~50 times, and that the red-shifts of WGMs can largely be attributed to radiation pressure effect. / Ph. D. / Optical resonators are used to confine incoming light and store its energy in a small volume. The quality of such resonators’ optical confinement is represented by quality factor (<i>Q</i>). Among different types of optical resonators, whispering gallery resonator (WGR) is well known for its high-<i>Q</i>, where strong optical confinement is achieved by the total internal reflection at the curved internal surface of spherical / cylindrical dielectric volume. The combination of high <i>Q</i> factors and small resonator volumes has led to a wide range of applications in sensing, optomechanics, nonlinear optics, and quantum optics. In this dissertation, we introduce a new type of WGR based on oil micro-droplet in water. Such an all-liquid platform enables highly nonlinear coupling between optical power and liquid matter that can potentially lead to optical nonlinearity at single-photon energy level. Specifically, we experimentally characterize an oil droplet (<i>D</i> ≈ 500 <i>um</i>) submerged in the water as a high-<i>Q</i> optical resonator, where we use a tapered optical fiber to inject optical power into the droplet. The highest <i>Q</i> of whispering gallery mode (WGM) observed in our experiment is 2×10⁷ and given with the high amplification of optical power in droplet, the WGM can exert strong radiation pressure on the droplet interface, push it outward, increase the length of optical path, and produce a red-shift in WGM resonance. Our experimental results have found that the ratio of those resonance shifts and the optical power coupled into the resonator is approximately 60 fm/<i>μ</i>W. The result closely matches to our steady-state estimation based on solving the coupled Maxwell-Navier-Stokes equation. To investigate the dynamic interplay of light and liquid, we develop a harmonic oscillator (HO) model to describe the time-domain behaviors of the coupled optofluidic system. We find a good agreement between theoretical predictions and our experimental data. The shift of WGM resonance can potentially be induced by thermal effects. To estimate the magnitude of thermal effects, we also investigate the thermally induced nonlinear behaviors of WGMs in a cylindrical fiber resonator (D ≈ 125 <i>um</i>), where we change the mechanism of heat dissipation by changing the media (e.g. air and water) surrounding the resonator. For direct temperature measurements, we use a fiber optical resonator with a temperature sensor equipped inside to observe temperature shifts induced by the high-<i>Q</i> WGMs. Our result shows that the temperature increase in the fiber resonator in the water is 0.13 °C, whereas the fiber resonator in air shows ~4.5 °C increase in temperature. Our results suggest that the relatively high thermal conductivity of water suppresses thermal nonlinearity by ~50 times, and that the red-shifts of WGMs can largely be attributed to radiation pressure effect.