Optoelectronic down-conversion and phase locking of mm-wave and THz optical beatnotes using interleaved combs is presented. The generation of the required combs using either nonlinear modulation or four-wave-mixing in highly nonlinear fibers is detailed. These down conversion techniques are then implemented to phase-lock widely tunable mm-wave beatnotes well below the laser linewidth itself. Such achievements are made possible through a thorough trade-off between laser characteristics, optoelectronic arrangement, and electronicfeedback design. These advanced techniques give a new trend for bridging the gap between microwave and THz photonics.