Methods to prepare novel second-order nonlinear optical (2O-NLO) materials composed of all-silica zeolite (silicalite-1) and a series of 2O-NLO molecules having high second order hyperpolarizability constants (${eta}$ values) are reviewed. These methods include the development of novel methods to incorporate a series of hemicyanine (HC) molecules into the channels of silicaite-1 films in uniform orientations. The first method is to incorporate HC molecules tethered with long alkyl chains (octadecyl or longer) into the silicalite-1 channels with the long alkyl chain side first through the hydrophobic-hydrophobic interaction between the long alky chains and the silicalite-1 channels. The second method is to incorporate the HC molecule tethered with a medium length alkyl chain (nonyl) into the silicalite-1 channels with the medium length alkyl chain side first through hydrophobic-hydrophobic interaction between the medium length alky chain in the photoexcited state and the silicalite-1 channels. The third method is to incorporate the HC molecule tethered with propionic acid into the silicalite-1 channels with the propionic acid side last mediated by a tetrabultylammonium cation ion-paired to the propionate unit. A method to prepare a novel third-order nonlinear optical (3O-NLO) material composed of zeolite-Y and PbS or PbSe quantum dots is also reviewed. This Account thus describes a promising new direction to which the search for highly sensitive 2O-NLO and 3O-NLO materials has to be conducted and a new direction to which zeolite research and applications have to be expanded.