Nonlinear microscopy is a non-invasive imaging technique which allows a visualization of biological tissue with high signal contrast due to spectral separation combined with high resolution. In addition to two-photon fluorescence and second harmonic signals also four-wave mixing signals can be used for imaging ocular structures. This review article presents the physical principles of different contrast mechanisms. Exemplary experimental results based on various nonlinear signals are shown, opportunities of this technology are discussed and the prospect of translating this imaging technique into a clinical application is addressed.