Over the last few decades, a wide variety of experiments have been performed on nonlinear dynamics in various physical, chemical and biological systems. These experiments have significant role on the real world application and development of new ideas in the field of nonlinear sciences. This thesis provides experiments on nonlinear phenomena in glow discharge plasma: Chaos, self-organized criticality, and noise-induced phenomena—stochastic and coherence resonance, including a type of noise-induced effect that leads to the observation of constant coherence resonance. Beginning with the review of earlier experiments, it presents basic criteria to produce nonlinear phenomena, coupling of the noise to the system that invoke nonlinear resonance, and nonlinear analysis tools for analyzing experimental results. These studies have guided to devise a nonlinear analysis tool that is useful to investigate the stochastic resonance in plasma like systems. Possibility of performing such experiments in other plasmas, for example dusty plasma, has also been discussed. The thesis, therefore, will be useful for the researchers who study nonlinear phenomena in plasmas.