The subject of this work is the study of filamentation of femtosecond laser pulses in active and passive transparent media, and the study of the plasma filaments as sources of secondary electromagnetic radiation in the Terahertz and Radiofrequency bands. After a brief overview of filamentation and state of the art in chapters I and II, a new technique (P-scan) is described in chapter III, which provide a useful method to observe and analyze non linear propagation regimes of femtosecond laser pulse in gases. In chapters IV and V the filamentation process in amplifying media in presence of population inversion is described. Evidence of amplification of energy and power in the filament core is obtained, while the multiple filamentation regime ...