The Stokes Mueller polarimetry is generalized to include nonlinear optical processes such as second- and third-harmonic generation, sum- and difference-frequency generations. The overall algebraic form of the polarimetry is preserved, where the incoming and outgoing radiations are represented by column vectors and the intervening medium is represented by a matrix. Expressions for the generalized nonlinear Stokes vector and the Mueller matrix are provided in terms of coherency and correlation matrices, expanded by higher-dimensional analogues of Pauli matrices. In all cases, the outgoing radiation is represented by the conventional $4\times 1$ Stokes vector, while dimensions of the incoming radiation Stokes vector and Mueller matrix depend on the order of the process being examined. In addition, relation between nonlinear susceptibilities and the measured Mueller matrices are explicitly provided. Finally, the approach of combining linear and nonlinear optical elements is discussed within the context of polarimetry.