In many environmental and climate applications, extreme data are spatial by nature, and hence statistics of spatial extremes is currently an important and active area of research dedicated to developing innovative and flexible statistical models that determine the location, intensity, and magnitude of extreme events. In particular, the development of flexible sub-asymptotic models is in trend due to their flexibility in modeling spatial high threshold exceedances in larger spatial dimensions and with little or no effects on the choice of threshold, which is complicated with classical extreme value processes, such as Pareto processes. In this thesis, we develop new flexible sub-asymptotic extreme value models for modeling spatial and spatio-temporal extremes that are combined with carefully designed gradient-based Markov chain Monte Carlo (MCMC) sampling schemes and that can be exploited to address important scientific questions related to risk assessment in a wide range of environmental applications. The methodological developments are centered around two distinct themes, namely (i) sub-asymptotic Bayesian models for extremes; and (ii) flexible marked point process models with sub-asymptotic marks. In the first part, we develop several types of new flexible models for light-tailed and heavy-tailed data, which extend a hierarchical representation of the classical generalized Pareto (GP) limit for threshold exceedances. Spatial dependence is modeled through latent processes. We study the theoretical properties of our new methodology and demonstrate it by simulation and applications to precipitation extremes in both Germany and Spain. In the second part, we construct new marked point process models, where interest mostly lies in the extremes of the mark distribution. Our proposed joint models exploit intrinsic CAR priors to capture the spatial effects in landslide counts and sizes, while the mark distribution is assumed to take various parametric forms. We demonstrate that having a sub-asymptotic distribution for landslide sizes provides extra flexibility to accurately capture small to large and especially extreme, devastating landslides.