Soliton states in three coupled optical waveguide systems were studied: two linearly coupled waveguides with quadratic nonlinearity, two linearly coupled waveguides with cubic nonlinearity and Bragg gratings, and a quadratic nonlinear waveguide with resonant gratings, which enable three-wave interaction. The methods adopted to tackle the problems were both analytical and numerical. The analytical method mainly made use of the variational approximation. Since no exact analytical method is available to find solutions for the waveguide systems under study, the variational approach was proved to be very useful to find accurate approximations. Numerically, the shooting method and the relaxation method were used. The numerical results verified the results obtained analytically. New asymmetric soliton states were discovered for the coupled quadratically nonlinear waveguides, and for the coupled waveguides with both cubic nonlinearity and Bragg gratings. Stability of the soliton states was studied numerically, using the Beam Propagation Method. Asymmetric couplers with quadratic nonlinearity were also studied. The bifurcation diagrams for the asymmetric couplers were those unfolded from the corresponding diagrams of the symmetric couplers. Novel stable two-soliton bound states due to three-wave interaction were discovered for a quadratically nonlinear waveguide equipped with resonant gratings. Since the coupled optical waveguide systems are controlled by a larger number of parameters than in the corresponding single waveguide, the coupled systems can find a much broader field of applications. This study provides useful background information to support these applications.