This dissertation presents infrared and magneto-optical spectroscopy experiments that probe emergent phenomena in various correlated and complex electronic materials. By examining the frequency dependent optical constants as a function of temperature, magnetic field, and chemical doping, we draw conclusions about the nature of the physical processes that govern the materials. We predominately explore the vast phase-space of the two currently known families of high-critical temperature superconductors, the cuprates and the pnictides, before turning to a magneto-optical study of Landau levels in a newly discovered three dimensional topological insulator. We present detailed magneto-optical results in the superconducting state of La₂-xSrxCuO₄ and demonstrate that in-plane magnetic order, present only in the underdoped samples, quenches interplane Josephson coupling. We then generalize these results and show that, for spin ordered cuprates, the universal Josephson relation breaks down. Turning to the 122-family of pnictides, we demonstrate that electronic correlations in BaFe₂-xCoxAs₂ are doping independent and lead to spectral weight transfer as a function of temperature over an energy scale defined by Hund's rule coupling. By closely monitoring the infrared- active phonon modes across the structural phase transition, we show how Hund's coupling is evident in another observable: the low-temperature phonon oscillator strength enhancement. This previously anomalous phonon behavior results from reduced electronic screening driven by anisotropic in-plane conductivity as a consequence of the Pauli exclusion principle
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