Nanocrystalline ZnO layers for nonlinear optical applications were obtained with spray pyrolysis and pulsed laser deposition. Crystal orientations, size and structure of nanocrystallites were controlled by process parameters. With optimised layers, high efficiency second harmonic generation at normal incidence was demonstrated which enables a spatially resolved diagnostics of ultrashort pulses. By testing the damage risk it was found that nonlinear absorption channels appear at high power density depending on nanoscale properties. Periodic nanostructures were obtained by self organisation processes under strong focusing conditions. The phenomenon is explained by laser induced periodic surface structuring (LIPSS) via intralayer interference of scattered waves.