Compared with other imaging probes such as fluorescent dyes and quantum dots, second-harmonic radiating imaging probes (SHRIMPs) provide a unique ultrafast, coherent optical contrast that is free of photobleaching and emission intermittency. Using the second-harmonic signal emitted from SHRIMPs, harmonic holography achieves three-dimensional holographic imaging with a color contrast similar to fluorescence microscopy where the uninterested background scattering is efficiently suppressed by an optical filter. The coherent contrast provided by SHRIMPs also enables imaging through turbid media via digital phase conjugation. Here we review the developments and applications of SHRIMPs and harmonic holography.