Wind induced effects on structures governed by the Navier-Stokes equations are not adequately represented by the conventional linear analysis framework. This shortcoming is becoming important for contemporary structures, as their increasing span-lengths and heights make them more sensitive to nonlinear and unsteady aerodynamic/aeroelastic load effects. To address this challenge this study focuses on responding to following key questions: (1) What are the typical nonlinear behaviors observed from wind tunnel studies and full-scale observations and their underlying physics? (2) What are the effects of nonlinearity and unsteadiness on bluff-body aerodynamics? (3) What is the ability of existing nonlinear models to capture nonlinear and unsteady effects? (4) Is it possible to go beyond the current nonlinear models, and establish more effective nonlinear unsteady low-dimensional modeling techniques? In this context, the higher-order spectral approach is utilized to identify nonlinearity in bluff-body aerodynamics observed in wind-tunnel experiments. Physical sources of aerodynamic nonlinearities are investigated by analyzing the aerodynamic forces on a suite of cross-sections obtained through computational fluid dynamics (CFD). The effects of nonlinearity and unsteadiness on bluff-body aerodynamics are evaluated by comparing aerodynamic responses derived from different analytical models. Current models set in the conventional analysis framework are reviewed to understand their ability in simulating nonlinear unsteady aerodynamics; also, an improved model within the same framework is proposed. Several advanced low-dimensional modeling techniques, characterized by different levels of analysis of nonlinearity and unsteadiness, are then proposed. These include an approach based on artificial neural networks, a nonlinear moving average model (within the framework of Volterra theory), and a Volterra series-based model in which the kernels are identified using impulse functions. The fidelity with which the proposed approaches are able to simulate nonlinear bluff-body aerodynamics and aeroelasticity is verified through wind-tunnel or CFD-based data. This study allowed to better understand the nonlinear and unsteady features of bluff-body aerodynamics and aeroelasticity and to establish an effective analysis framework which, although mainly developed in the context of cable-supported bridges, has also immediate applications to stay cables, super-tall buildings, airfoils in the transonic region or with high angle of attack, and wind turbines near dynamic stall conditions.