Filamentation of ultra-short TW-class lasers recently opened new perspectives in atmospheric research. Laser filaments are self-sustained light structures of 0.1–1 mm in diameter, spanning over hundreds of meters in length, and producing a low density plasma (1015–1017 cm−3) along their path. They stem from the dynamic balance between Kerr self-focusing and defocusing by the self-generated plasma and/or non-linear polarization saturation. While non-linearly propagating in air, these filamentary structures produce a coherent supercontinuum (from 230 nm to 4 µm, for a 800 nm laser wavelength) by self-phase modulation (SPM), which can be used for remote 3D-monitoring of atmospheric components by Lidar (Light Detection and Ranging). However, due to their high intensity (1013–1014 W cm−2), they also modify the chemical composition of the air via photo-ionization and photo-dissociation of the molecules and aerosols present in the laser path. These unique properties were recently exploited for investigating the capability of modulating some key atmospheric processes, like lightning from thunderclouds, water vapor condensation, fog formation and dissipation, and light scattering (albedo) from high altitude clouds for radiative forcing management. Here we review recent spectacular advances in this context, achieved both in the laboratory and in the field, reveal their underlying mechanisms, and discuss the applicability of using these new non-linear photonic catalysts for real scale weather control.