Terahertz (THz) radiation with frequencies between 100 GHz and 30 THz has developed into an important tool of science and technology, with numerous applications in materials characterization, imaging, sensor technologies, and telecommunications. Recent progress in THz generation has provided ultrashort THz pulses with electric field amplitudes of up to several megavolts/cm. This development opens the new research field of nonlinear THz spectroscopy in which strong light-matter interactions are exploited to induce quantum excitations and/or charge transport and follow their nonequilibrium dynamics in time-resolved experiments. This book introduces methods of THz generation and nonlinear THz spectroscopy in a tutorial way, discusses the relevant theoretical concepts, and presents prototypical, experimental, and theoretical results in condensed matter physics. The potential of nonlinear THz spectroscopy is illustrated by recent research, including an overview of the relevant literature.