The present state of the art concerning astrophysical lasers (APL) and nonlinear optical effects under astrophysical conditions is reviewed. The operational conditions of an APL (amplification under non-LTE conditions) and astrophysical predecessors of the laboratory lasers are considered in the introduction of the review. The rareness of observed APL action in the visible range in comparison with astrophysical masers (APM) in the microwave range is explained. Early proposals of APLs with collisional and optical pumping are discussed. APL/M in the mid-IR and submillimeter ranges linking APL and APM are also discussed. APLs in the Weigelt blobs of Eta Carinae operating in FeII and OI with a Bowen type optical pumping are considered in detail. General questions (narrowing of APL spectral lines, the possibility of scattering feedback and ways of measuring the true spectral width of an APL) are considered. Nonlinear optical effects in astrophysical conditions and resonance-enhanced two-photon conditions, in particular, are discussed in the conclusion.