In this review we focus on non-linear phenomena in pulsating stars the mode selection and amplitude limitation. Of many linearly excited modes only a fraction is detected in pulsating stars. Which of them and why (the problem of mode selection) and to what amplitude (the problem of amplitude limitation) are intrinsically non-linear and still unsolved problems. Tools for studying these problems are briefly discussed and our understanding of mode selection and amplitude limitation in selected groups of self-excited pulsators is presented. Focus is put on classical pulsators (Cepheids and RR Lyrae stars) and main sequence variables (delta Scuti and beta Cephei stars). Directions of future studies are briefly discussed.