Thermal plasma, due to its applications, is a research field of great importance, but reliable diagnostics of such plasma remains a challenging task. Spatially resolved methods, which provide local values of plasma parameters, are crucial for understanding the underlying physics. This can be achieved using pump–probe techniques. Two methods applicable and useful for thermal plasma diagnostics—four-wave mixing and scattering of laser beams—are discussed in this paper. Experimental examples of their application, namely four-wave mixing in argon arc plasma and scattering of laser light by laser-induced plasma, are presented.