If you have light that is reasonably monochromatic, then you can shift its frequency using two types of related devices: acousto-optic modulators (AOMs) and electro-optic modulators (EOMs). Strictly speaking, these fit within the categories of ptomato's answer as nonlinear optical processes, but they are distinct enough that they are typically considered on their own.
The basic idea is to have a material (say, quartz, or lithium niobate) whose refractive index depends on the local elastic strain (for AOMs) or on the local (quasi-)DC electric field (for EOMs). If you then make the elastic strain (resp. electric field) oscillate, by using an acoustic wave (resp. an RF field), then you have light travelling through a medium with a time-dependent refractive index, which can and does alter the frequency of the light.
As a general rule, EOMs can achieve larger frequency shifts (as much as several GHz) than AOMs, but they're more complex and harder to work with. Both types of modulators are in common use when you want a laser that is very narrow-band (i.e. has a very well-defined frequency) but you want at least some ability to tune its frequency so that you can e.g. lock it to some specific transition in an atom or molecule of interest.