Nanomechanical Systems (so-called NEMS) are amazing structures. In the first place, these are extremely sensitive force probes: transducing weak interactions down to the molecular level into electric signals (with e.g. chemical sensing, or mass sensing). In the second place, these devices can be thought of as model systems in which fundamental mechanisms can be implemented: with for instance nonlinear phenomena (bifurcation, modal interactions), or fluctuation-dissipation theorem (a mechanical mode in contact with a thermal bath). These address important issues of classical physics, and with the advance of present-day technology aim at pushing the research to the quantum level. For both fundamental and applied aspects, nonlinearities can be a tool, or a limitation. We will discuss in this talk the implications of fluctuations and nonlinear dynamics in the framework of classical physics, presenting some analogies with the quantum case.