We introduce some classical complexity-theoretic techniques to Parameterized Complexity. First, we study relativization for the machine models that were used by Chen, Flum, and Grohe (2005) to characterize a number of parameterized complexity classes. Here we obtain a new and non-trivial characterization of the A-Hierarchy in terms of oracle machines, and parameterize a famous result of Baker, Gill, and Solovay (1975), by proving that, relative to specific oracles, FPT and A[1] can either coincide or differ (a similar statement holds for FPT and W[P]). Second, we initiate the study of interactive proof systems in the parameterized setting, and show that every problem in the class AW[SAT] has a proof system with "short" interactions, in the ...