Self means here an effect of a wave on itself. Several self-action phenomena are known in nonlinear wave physics. Among them are self-focusing of beams self-compression of light pulses self-channeling self-reflection (or self-splitting) waves with shock fronts self-induced transparency and self-modulation. These phenomena are known for weakly nonlinear waves of different physical origin. Our presentation at ASA meeting in Montreal [POMA 19 045080 (2013)] was devoted to strongly nonlinear waves having no transition to the linear limit at infinitesimally small amplitudes. Such waves can demonstrate particle-like properties. Self-trapping consists of the arrest of wave propagation and in the formation of a localized state. In particular the model generalizing the Heisenberg' ordinary differential equation to spatially distributed systems predicts periodic oscillations but no traveling waves. Different models for strongly nonlinear waves will be considered and some unusual phenomena will be discussed. Preliminary results were published in Ac. Phys. 59 584 (2013) and Physics-Uspekhi (Adv. Phys. Sci.) 183 683 (2013). [This work was supported by the Megagrant No.11.G34.31.066 (Russia) and the KK Foundation (Sweden).