Thermal plasma, due to its applications, is a research field of great importance, but reliable diagnostics of such plasma remains a challenging task. Spatially resolved methods, which provide local values of plasma parameters, are crucial for understanding the underlying physics. This can be achieved using pump-probe techniques. Two methods applicable and useful for thermal plasma diagnostics--four-wave mixing and scattering of laser beams--are discussed in this paper. Experimental examples of their application, namely four-wave mixing in argon arc plasma and scattering of laser light by laser-induced plasma, are presented.