Shock wave-vortex interaction in the compressible shear layers is investigated with both experimental and computational methods. Four different but related models are studied to broaden knowledge of the nonlinear shock wave dynamics. They are the interaction behind a finite wedge, a cone, a flat plate in short-term period, and a flat plate in long-term period. The investigated phenomena include such flow structures as shock-shock, shock-vortex, shock-vortexlet, and shock-slip layer interactions. The mechanisms of a few other type of secondary waves like the diverging acoustics and transmitted shock, not yet fully investigated by other researchers, have been explained. The three computational models for the shock-slip layer interaction have proved very informative for understanding of the complicated shock wave dynamics.