In this general talk, we offer an overview of some problems of interest to biophysicists, medical physicists, and econophysicists. These include DNA sequences, brain plaques in Alzheimer patients, heartbeat intervals, and time series giving price fluctuations in economics. These problems have the common feature that they exhibit features that appear to be scale invariant. Particularly vexing is the problem that some of these scale invariant phenomena are not stationary-their statistical properties vary from one time interval to the next or from one position to the next. We will discuss methods, such as wavelet methods and multifractal methods, to cope with these problems.