This paper reviews some of the most recent results from the CDF and D0 experiments on the searches for Standard Model and Non-Standard Model Higgs bosons, and other new phenomena at the Tevatron. Both experiments examine data from proton anti-proton collision at sqrt s = 1.96 TeV, of integrated luminosity ~ 200 pb^-1 (per experiment), to search for Higgs predicted in the Standard Model and beyond Standard Model, supersymmetric particles in the Gauge Mediated Symmetry Breaking scenario, leptoquarks, and excited electrons. No signal was observed, and limits on the signatures and models are derived.