The main goal of this PhD is to develop the semi-analytical and the numerical tools that allow us to study complicated and realistic nonlinear plasmonic waveguides which can be fabricated and characterized experimentally.First, we present a full study of an improved version of the one-dimensional nonlinear plasmonic slot waveguide, by adding two linear dielectric buffer layers between the isotropic nonlinear core and the two metal claddings. These additional layers reduce the overall losses and allow the losses to decrease with the power for some configurations unlike the usual slot. Furthermore, the main plasmonic modes can exhibit nonlinear spatial modal transitions towards new families of modes that can be controlled with the power.Second, we propose and study new one-dimensional nonlinear plasmonic slot waveguides with metamaterial regions either in the nonlinear core or in the linear claddings. For the metamaterial nonlinear core, we developed semi-analytical and fully numerical methods in order to study the nonlinear stationary solutions propagating in this anisotropic nonlinear waveguide. We have demonstrated both analytically and numerically that the anisotropic nonlinear core can be designed in order to achieve strong nonlinear effects at low power.For the structures with metamaterial linear claddings, the figure of merit can be extremely enhanced by more than 50 times compared with the simple one. Finally, we present the full derivation of a new nonlinear full vectorial finite element method based on the fixed power algorithm in order to quantify rigorously the nonlinear characteristics of realistic two-dimensional nonlinear plasmonic structures.