In this paper, we will review both past and recent progresses in the generation, detection and application of intense terahertz (THz) radiation. We will restrict the review to laser based intense few-cycle THz sources, and thus will not include sources such as synchrotron-based or narrowband sources. We will first review the various methods used for generating intense THz radiation, including photoconductive antennas (PCAs), optical rectification sources (especially the tilted-pulse-front lithium niobate source and the DAST source, but also those using other crystals), air plasma THz sources and relativistic laser–plasma sources. Next, we will give a brief introduction on the common methods for coherent THz detection techniques (namely the PCA technique and the electro-optic sampling), and point out the limitations of these techniques for measuring intense THz radiation. We will then review three techniques that are highly suited for detecting intense THz radiation, namely the air breakdown coherent detection technique, various single-shot THz detection techniques, and the spectral-domain interferometry technique. Finally, we will give an overview of the various applications that have been made possible with such intense THz sources, including nonlinear THz spectroscopy of condensed matter (optical-pump/THz-probe, THz-pump/THz-probe, THz-pump/optical-probe), nonlinear THz optics, resonant and non-resonant control of material (such as switching of superconductivity, magnetic and polarization switching) and controlling the nonlinear response of metamaterials. We will also provide a short perspective on the future of intense THz sources and their applications.