Water is one of the most abundant molecules in the universe. It forms a hydrogen bond network with unique structure and dynamics. Hydrogen bonding is highly relevant to many biological processes including membrane formation, protein folding, adsorption, and lubrication. However, the underlying molecular interactions within water and between water and membranes are difficult to study and hence not fully understood. In this thesis, we utilize second harmonic scattering (SHS) to investigate inhomogeneities in bulk water, probe structural changes in lipid bilayer membranes, and detect and characterize protein-membrane interactions. Firstly, we explore the structure of bulk water in comparison to a common model liquid, carbon tetrachloride. Combining SHS measurements and molecular dynamics simulations, we report on the nanoscale inhomogeneities in bulk water that occur on femtosecond timescales. We attribute the rise in the coherent second harmonic (SH) intensity to charge density fluctuations with enhanced nanoscale polarizabilities around transient voids. Even though the transient voids also exist in carbon tetrachloride, they do not show polarizability fluctuations and the SH response of carbon tetrachloride thus corresponds to that of a model isotropic liquid. Then, we study the structure of water around large unilamellar vesicles (LUVs), which serve as a model for cell membranes. We focus on the role of water during the lipid melting phase transition. Using SHS, differential scanning calorimetry, and temperature-dependent zeta-potential measurements, we investigate the structural changes of hydration shells around the vesicle membrane. We use lipids with phosphoserine, phosphocholine, and phosphate headgroups and observe different hydration behavior upon the lipid melting transition depending on the membrane composition. Next, we characterize the interface of membranes composed of lipids containing phosphocholine and phosphate headgroups in solutions with different CaCl2 concentrations. We observe that the SH intensity is decreasing with the addition of CaCl2, which we attribute to the formation of a condensed layer of Na+ counterions on the inner leaflet of the LUVs. Additionally, we extract the vesicle surface potential and second-order surface susceptibility from SHS data for membranes with different content of lipids with phosphate headgroups, and observe composition dependent behaviour which suggests structural membrane reorganization. We continue by exploring protein-membrane interactions using water as a contrast agent. We study a pore-forming toxin, perfringolysin O (PFO), known for selective insertion into cholesterol-rich membranes. Combining SHS measurements and cryo-electron microscopy, we compare the interaction between PFO and LUV membranes with a high and low cholesterol content. By obtaining a sub-picomolar insertion constant of PFO, we show that SHS can be used to determine protein-membrane binding constants in concentration ranges not accessible by conventional methods. Finally, we investigate the interaction of protein aerolysin and its mutants with lipid membranes. We observe changes in surface charge in the cap region of membrane-bound aerolysin at different pH of the surrounding solution. By combining SHS with single-channel measurements, we obtain the membrane binding constant of wild-type aerolysin and its mutants, and we dissect their pore-forming mechanism.