We review the study on terahertz (THz) beam generation from strongly correlated electron systems; Pr_0.7Ca_0.3MnO₃(PCMO), Tl₂Ba₂CaCu₂O_8+δ (Tl2212), and Bi₂Sr₂CaCu₂O_8+δ (Bi2212) thin films. Remarkable difference in thier emission properties and those from semiconductors or YBa₂Cu₃O_7-δ (YBCO) is observed. The ultrafast carrier dynamics in the optically excited YBCO thin films is also discussed on the basis of its THz emission properties. Furhtermore, we report new results on the THz time domain spectroscopic studies of PCMO, La_0.7Ca_0.3MnO₃, Bi2212, and SrBi₂Ta₂O₉ thin films.