The propagation of high-intensity, ultra-short pulse laser (USPL) beams through transparent materials generates a cascading series of nonlinear optical phenomena ranging from filamentation, supercontinuum generation, and conical emission to material degradation and damage. In this work, we characterize the interaction of a near-infrared and short-wave infrared USPL with a collections of optical materials. We survey the effects over a range of laser wavelengths, powers, peak intensities, beam delivery geometries, and target thickness/shape to determine threshold laser pulse energy levels and parameter dependencies for the observed phenomena.