This work introduces our recent research works on the propagation of intense laser and transport of relativistic electron beam in inhomogeneous plasmas. First of all, we investigated the propagation of intense laser pulse in plasma with randomly uneven density distribution and found a new nonlinear branched flow regime of intense laser propagation in inhomogeneous plasma. In particular, we identify the important effects played by the laser photoionization and relativistic motion of electrons. In addition, we also investigated the plasma density gradient effect on evolution of electrostatic wave excited by ultra-relativistic electron beam in inhomogeneous plasma. It is found that the local region wavenumber and phase velocity of the excited wave varies with time because of the plasma inhomogeneity. Independent of the positive and negative density gradient, the wavenumber finally increases with time. As a result, Landau damping gradually becomes dominant in the whole region of inhomogeneous plasma, and leads to transfer of the wave energy to background plasma electrons, presenting a novel energy dissipation regime caused by the plasma density gradient.