Various kinds of nonlinear Raman spectroscopy, such as coherent anti-Stokes Raman spectroscopy (CARS), stimulated Raman gain spectroscopy (SRGS), photo-acoustic Raman spectroscopy (PARS), and thermal-lens Raman spectroscopy (TLRS), can be applied for the detection of molecules in the atmosphere. In traditional nonlinear Raman spectroscopy, two lasers whose frequency difference was tuned to the Raman shift frequency had to be prepared. We proposed a new configuration using a Nd:YAG laser and a Raman shifter. The Raman shifter contained the same kind of gas to be measured, so that efficient Raman-shifted beam was automatically generated in this simple configuration. We demonstrated sensitive detection of H2 and CH4 in the atmosphere by various kinds of nonlinear Raman spectroscopy as mentioned above. The detection limit was approximately 1-30 ppm level in every method using a sample gas cell. In the case of SRGS, remote sensing is possible, and the detection sensitivity can be increased using long optical pass as in the absorption spectroscopy, because the signal is obtained by a coherent light beam and there is no limitation caused by phase-matching condition. Using the Mie scattering in the atmosphere as a distributed mirror, a new type of nonlinear Raman lidar can be constructed. In this paper, we discussed on the feasibility of long-pass and lidar measurement for the detection of CH4, H2 and CO2 by SRGS using a pulsed Nd:YAG laser.