The fundamental study of charge carrier dynamics has been shown to be of great interest for optoelectronics, paving the way forward for future developments. Often, some of the key processes that determine the photophysics of a material occur on very short timescales. In order to study and characterize them, we can use time-resolved spectroscopic techniques on the ultrafast timescale. These generally rely on pulsed lasers with ultra-short pulse lengths, in the order of tens to hundreds of fs. One such technique is time-resolved THz spectroscopy (TRTS), especially useful in the study of semiconductors due to its sensitivity to charge carrier concentration and mobility. Nonetheless, it can also be used to study low energy vibrations and other photoexcited species such as excitons. In this work, we focus on recent developments based on gas photonics that easily enables the extension of the probed frequency range towards 20 THz and beyond, giving it the name of ultra-broadband TRTS. This dissertation revolves around the technique and its application to study two of the hottest topics in optoelectronics: nanomaterials and lead halide perovskites (LHPs). This is often done in combination with other spectroscopic techniques. LHPs have become one of the most studied materials in recent years due to their outstanding performance in photovoltaics and their multitude of other potential applications. Nonetheless, many properties still need to be fully understood. In addition, lower dimensionality variations of LHPs are gaining increasing attention due to interesting qualities such as stability, emission quantum yield and confinement effects. Chapters 1 and 2 are introductory chapters. The former introduces both the theory and the recent literature that is relevant to the following chapters. Meanwhile, the latter gives a detailed explanation of ultra-broadband TRTS, including data analysis, setup description and substrate suitability. It also gives a summarized description of other time-resolved techniques that were employed. The following chapters are ordered in increasing complexity and realization of the potential of ultra-broadband TRTS. Each one focuses on a different material, exploring different photophysics that can be studied with TRTS. Chapter 3 is a time-resolved photophysical study of Se nanowires. These materials have generated great interest for their potential applications, from catalysis to optoelectronics. Here, we study thin-film samples obtained from a novel and simple solution-based synthesis process. The charge carrier dynamics and mobility are studied for the first time employing ultrafast techniques. In chapter 4, bulk LHPs are studied with an interest towards the early evolution of charge carriers, including hot carrier cooling and polaron formation. The study focuses on the rise in photoconductivity that can be observed in LHPs of diverse composition over the first ps after excitation. It proposes a complex model to unify previously reported mechanisms based on the fluence and wavelength dependencies. Finally, chapter 5 turns towards the study of 2D LHPs where the dielectric and quantum confinement effects completely alter the photophysics, resulting in a strong excitonic character. While the previous two chapters mainly focus on the use of frequency-averaged TRTS dynamics, this one also makes use of frequency-resolved spectra as well as broadband fluorescence up-conversion spectroscopy to study the carrier-exciton dynamics.