The development and application of nonlinear optical (NLO) microscopy methods in biomedical research have experienced rapid growth over the past three decades. Despite the compelling power of these methods, optical scattering limits their practical use in biological tissues. This tutorial offers a model-based approach illustrating how analytical methods from classical electromagnetism can be employed to comprehensively model NLO microscopy in scattering media. In Part I, we quantitatively model focused beam propagation in non-scattering and scattering media from the lens to focal volume. In Part II, we model signal generation, radiation, and far-field detection. Moreover, we detail modeling approaches for major optical microscopy modalities including classical fluorescence, multi-photon fluorescence, second harmonic generation, and coherent anti-Stokes Raman microscopy.