In this thesis, the coherent nonlinear optical spectroscopy of negatively charged interface fluctuation GaAs/Al0.3Ga0.7As quantum dots is studied by utilizing differential transmission techniques in both frequency and time domains. In the frequency domain, a spectral hole burning (SHB) method with two independently tunable frequency-stabilized continuous wave lasers is employed to eliminate the broad inhomogeneous broadening effect. In SHB experiments, not only the stimulated Raman spin coherence is excited and measured, but spin population pulsation is also demonstrated. Both electron decoherence and population relaxation times (∼ 3 nsec) are extracted from the SHB experiments, which are theoretically discovered to be limited by the spin spectral diffusion processes. A novel nonlinear coherent optical phase-modulation spectroscopy is developed to measure the real electron spin relaxation time. Since the phase-modulation measurement is only sensitive to processes with relaxation rates on the same order or slower than the modulation rate, the relatively slow electron spin-flip relaxation process is distinguished from the fast spectral diffusion processes. The measured result of the electron spin-flip relaxation rates as a function of magnetic field and temperature is best explained in term of spin relaxation processes by the phonon-assisted Dresselhaus spin-orbit scattering. The spin-flip relaxation time approaches 46 musec for zero magnetic field at 4.5 K. With the help of sub-micron aperture arrays on the sample surface, coherent nonlinear optical response in the frequency domain is clearly observed in a single charged QD with magnetic field in both Faraday and Voigt geometries. The optically forbidden transitions are optically excited and detected experimentally through the spin ground state mixing with an applied in-plane magnetic field. Pauli blockade of the electron spins is clearly observed when the system is excited with different polarization. In addition, extremely long quantum beat oscillations due to the long spin Raman coherence excited through a sub-micron aperture are demonstrated using ultrafast laser pulses. By analyzing the dependence of the amplitude and phase of the quantum beat oscillations at various magnetic fields, it is evident that the spin Raman coherence not only arises from optical stimulated Raman transitions, but also from spontaneously generated coherence due to the trion population relaxation.