The use of semiconductors, metals and conductive oxides in the process of fabrication of actual nano devices is at the front edge of nowadays technology, exploiting the properties of light propagation and localization at nanometric scale in new and surprising ways. At these scales the usual theory describing the nonlinear (NL) effects of electromagnetic fields should be revisited and analyzed. We report a collection of experimental results of nonlinear harmonic generation in different nanolayers: semiconductors, conductive oxides and metals. The comparison of these experimental results with numerical predictions of our theoretical model identifies, distinguishes and explains the different nonlinear contributions to the harmonics generated by these materials at nanoscale. Our model accounts for surface, magnetic and bulk nonlinearities arising from free and bound charges, preserving linear and nonlinear dispersion, nonlocal effects due to pressure and viscosity.