In past decades, substantial advances in terahertz (THz) science and technology have opened up a wide range of opportunities for research in physics, chemistry, material science, biology, and medicine etc. Potential applications of THz technology in biomedical analysis, linear and nonlinear spectroscopy, chemical/biological sensing, explosives detection, tomographic imaging, and nondestructive testing have thrust THz research from relative obscurity to new heights. In practice, some of the applications set higher requirements on both THz wave sources and detectors, in terms of THz pulse energy or peak electric field, bandwidth, polarization, and signal-to-noise ratio etc. Therefore, various THz sources and detectors with high peak electric field and ultra-broad bandwidth are highly desired. The requirement on THz sources and detectors with high peak field and ultra-broad bandwidth, in turn, propels the development of THz wave photonics based on gas-phase and liquid-phase plasmas.