Experiments in statistical nonlinear acoustics are reviewed. Measurements of the average intensities of the harmonics of a narrow-band randomly modulated signal, the nonlinear transformation of broad aerodynamic-noise spectra, and different effects involving the interaction of regular and random waves (active suppression of noise by an intense signal, excess fading of a weak signal in noise fields, cascade-like broadening of spectra, formation of white noise, and other effects) are described. Theoretical explanations are given for the observed phenomena. An approximate method is developed for finding the stochastic solutions of equations of the Burgers and Khokhlov-Zabolotskaya type. Results on the diffraction of intense noise, taking into account the effects of the spatial and temporal statistics, the excitation of random waves by distributed sources, and the formation of steady-state spectra, are presented for the first time. The problems of the nonlinear transformation of the statistical characteristics of acoustic noise and other general questions are discussed.