Nonlinear magneto-plasmonics (NMP) describes systems where nonlinear optics, magnetics and plasmonics are all involved. NMP can be referred to as interdisciplinary studies at the intersection of Nonlinear Plasmonics (NP), Magneto- Plasmonics (MP), and nanoscience. In NMP systems, nanostructures are the bases, Surface Plasmons (SPs) work as catalyst due to strong field enhancement effects, and the nonlinear magneto-optical Kerr effect (nonlinear MOKE) plays an important role as a characterization method. Many new effects were discovered recently, which include enhanced magnetization-induced harmonic generation, controlled and enhanced magnetic contrast, magneto-chiral effect, correlation between giant magnetroresistance (GMR) and nonlinear MOKE, etc. We review the structures, experiments, findings, and the applications of NMP.