Nonlinear optical (NLO) materials can convert light from one wavelength to its half wavelength, resulting in the enhancement of the light energy (talking about single photon here, doubled frequency for new photons) through a process called second harmonic generation (SHG). SHG can be simply explained as two photons with the same frequency interact within the NLO material and are combined, forming a new photon with the doubled frequency (half wavelength) of the initial two photons. Due to this unique optical property, these kinds of materials can be utilized in a wide field, for instance, they can be employed in lasers for frequency conversion techniques where infrared lasers can be converted to visible outputs and they can also be used to strengthen the capability of optical communication system by generating a new light with higher frequencies, etc. Due to the structural diversity and the emerging plentiful physical properties of heteroanionic compounds, they have become popularly investigated nonlinear optical materials (NLO). In this work, the synthesis, characterization, and analysis of the related properties of three different systems of NLO heteroanionic compounds are presented and discussed. By investigating and comparing different NLO heteroanionic compounds and their related optical properties can not only provide strategies and inspirations of designing and synthesizing new and better qualified NLO materials but also can enrich the knowledge and the understanding of the related nonlinear or linear optical properties.