This thesis presents a series of experimental studies on two different physical principles for the realization of in-fiber optical filters: one is based on light coupling from the fiber core to the cladding modes with a long-period fiber grating (LPFG) formed in a conventional single-mode fiber or a photonic-crystal fiber (PCF); and the other is based on light coupling from the fiber core to the surface plasmon modes in a gold-filled PCF. There are many techniques available for the fabrication of LPFGs. The present study employs a CO2-laser writing technique. Compared with the conventional ultra- violet writing technique, which is applicable only to photosensitive fibers and requires an amplitude mask, the CO2-laser writing technique is much more flexible, as it can be applied to practically any optical fibers and does not require any amplitude mask. While the CO2-laser writing technique has been demonstrated for grating fabrication for some years, the physical mechanisms involved in the writing process are not fully understood. A major contribution of this thesis is to present a detailed study of the CO2-laser writing dynamics in different kinds of fibers, including germanium- doped and boron-doped single-mode fibers, and conventional and photonic-crystal polarization-maintaining fibers. The writing dynamics is found to depend strongly on the CO2-laser energy density and the annealing temperature of the fiber. In the case of a polarization-maintaining fiber, the writing efficiency also depends sensitively on the orientation of the principal axes of the fiber with respect to the irradiation direction of the CO2-laser beam, with the highest efficiency obtained when the slow axis of the fiber is aligned with the irradiation direction. These studies reveal the relative importance of various physical mechanisms in the writing process under different writing conditions and thus provide a better understanding of the formation and the properties of CO2-laser written LPFGs. Light coupling to surface plasmon modes in a gold-filled PCF is a new initiative for the development of optical fiber devices. By introducing a single gold nanowire into a polarization-maintaining PCF, highly polarization- and wavelength-dependent trans- mission with a plasmon resonance as strong as 45 dB is observed. Near-field optical imaging shows that light is guided along the nanowire at the resonance wavelength. Gold-filled PCFs provide a convenient platform for the study of surface plasmon excitation and can be further developed into effective wavelength filters and polariz- ers. Other applications include near-field fiber-tip subwavelength scale imaging and biomedical sensing.