The combination of nonlinear optics and nanotechnology is an extremely rich scientific domain yet widely unexplored. We present here a review of recent optical investigations on noncentrosymmetric oxide nanoparticles with a large ${{\chi }^{(2)}}$ response, often referred to as harmonic nanoparticles (HNPs). HNPs feature a series of properties which distinguish them from other photonics nanoprobes (quantum dots, up-conversion nanoparticles, noble metal particles). HNPs emission is inherently nonlinear and based on the efficient generation of harmonics as opposed to fluorescence or surface plasmon scattering. In addition, the fully coherent signal emitted by HNPs together with their polarization sensitive response and absence of resonant interaction make them appealing for several applications ranging from multi-photon (infrared) microscopy and holography, to cell tracking and sensing