Complex oxides with perovskite structure exhibit a rich spectrum of exotic and emergent phases, including superconductivity, spin and charge ordering, ferroelectricity and flexoelectricity. Interestingly, several of these orders can coexist within the same material. A certain phase can be favored over the others by exposing the material to external stimuli. Decreasing the spatial dimensions in these materials to the atomic level, e.g. in the form of thin films, provides an additional control parameter. In this thesis, several oxide-based materials, including the high-temperature superconductor YBa2Cu3O6+x (YBCO) in the form of bulk crystals and as thin films in heterostructures, and the dielectrics SrTiO3 and KTaO3, have been investigated. The measurements were performed as a function of various external stimuli, such as high magnetic or electric fields, temperature and UV-light illumination. Using advanced infrared and Raman spectroscopy techniques, novel experimental results have been obtained on the underlying physical mechanisms that lead to the interesting effects in these materials.