This thesis fathoms the possibilities and limitations of measurements in quantum optics. After an introduction to the general aspects of measurements, it presents three examples of a measurement process in applications to quantum optics. For one, while operators might have a simple theoretical form, it is often hard to actually implement a measurement of their expectation values experimentally. This situation is encountered in Ch. II which is devoted to the measurement of quantum statistical properties of a light beam. Therein, we present a new method how to measure an important class of Nth-order field correlations. Ch. III is centered around the realization of photon correlation measurements. However, these measurements are not considered as an end in their own, but serve to create specific entangled states of remote atomic and photonic qubits. In Ch. 3, we investigate wave-particle duality and show that there exist correlations between the phase difference the interfering object acquires on its way through ar interferometer and the amount of retrievable which-way information. This correlation is exploited to gain more which-way information than previously thought possible.