Femtosecond laser pulses of sufficient energy can propagate as filaments in air due to a dynamic interplay between nonlinear self-focusing and ionization-induced defocusing. A filament in air is characterized by a narrow, 100 m diameter core propagating at high intensity for many Rayleigh ranges corresponding to the core diameter, surrounded by a lower intensity reservoir that exchanges optical energy with the core. The high intensity core ionizes the air and excites molecular rotational wavepackets in N2 and O2. Thermal relaxation of these excitations leads to air heating over very long and narrow volumes, launching acoustic waves and imprinting density profiles in air. These features enable longitudinal mapping of energy absorption, interaction with aerosols in air, guiding of high voltage discharges, and the generation of long air waveguides for subsequent laser pulses. All of these topics are detailed in this dissertation.In particular, we present: (1) Single shot axially resolved energy deposition measurements, using a synchronized array of microphones, to see on a shot-by-shot basis the effect of air turbulence on nonlinear pulse propagation. (2) Measurements of the pre-breakdown evolution of a laser triggered high voltage spark gap, induced by a density channel imprinted by femtosecond laser pulses. By interferometrically measuring air heating and current leakage through the spark gap we clarify the role of laser plasma vs laser air heating in triggering breakdowns. (3) Air waveguiding experiments extended to ranges up to 50 m from the original ~1 m experiments. (4) Fog droplet clearing experiments showing that in natural filamentation of a collimated beam, direct optical interactions are the dominant clearing mechanism rather than acoustic effects.