The thesis is devoted to the study of the non-Markovian dynamical process in several different physical systems. Specifically, we investigate the non-Markovian entangle- ment dynamics of two quantum bits (qubits) in a thermal squeezed bath, the non-Markovian dynamics of a nanomechanical resonator (NMR) measured by a quantum point contact (QPC) detector and, the non-Markovian evolution of two-time correlation functions (CF’s) of a two-level atom coupled to a thermal bosonic bath. First, in the investigation of the non-Markovian entanglement dynamics of two qubits in a common squeezed bath, we see a remarkable difference between the non-Markovian entanglement dynamics and its Markovian counterpart. We show that a non-Markovian decoherence-free state is also decoherence free in the Markovian regime, but all the Markovian decoherence-free states are not necessarily decoherence free in the non-Markovian domain. We extend our calculation from a squeezed vacuum bath to a squeezed thermal bath, where we see the effect of finite bath temperatures on the entanglement dynamics. Second, we also investigate the dynamics of a NMR subject to a measurement by a low-transparency QPC or tunnel junction in the non-Markovian domain. We derive the non-Markovian number-resolved (conditional) and unconditional master equations valid to second order in the tunneling Hamiltonian without making the rotating-wave approximation and the Markovian approximation, generally made for systems in quantum optics. We find considerable difference in dynamics between the non-Markovian cases and its Markovian counterparts. We also calculate the time-dependent transport current through the QPC which contains information about the measured NMR system. We find an extra transient current term proportional to the expectation value of the symmetrized product of the position andmomentum operators of the NMR. This extra term, with a coefficient coming from the combination of the imaginary parts of the QPC reservoir correlation functions, was generally ignored in the studies of the same problem in the literature. But we find that it has a substantial contribution to the total transient current in the Non- Markovian case and differs qualitatively and quantitatively from its Markovian counterpart. Thus it may serve as a witness or signature of non-Markovian features for the coupled NMR-QPC system. Finally, we use the quantum master equation approach to derive, valid to second order in the system-environment interaction Hamiltonian, non-Markovian evolution equations of two-time CF’s of system operators at finite environment temperatures with any initial separable system-environment states (pure or mixed). When applied to a general model of a system coupled to a finite-temperature bosonic environment with a system coupling operator L in the system-environment interaction Hamiltonian, the resultant evolution equations are valid for both Her- mitian and non-Hermitian system coupling operator cases. We then give conditions on which the derived evolution equations reduced to the case of quantum regression theorem (QRT)in the weak system-environment coupling case, and apply the derived evolution equations to a problem of a two-level system (atom) coupled to a bosonic environment (electromagnetic fields) with $L = L^(＋)$.