Theory of gravitational lensing is well developed for the light propagation in vacuum in approximation of a weak deflection. We review two ways to expand the consideration of usual gravitational lens theory, which were recently theoretically developed. One way is to go beyond the weak deflection approximation and calculate analytically the positions and magnifications of relativistic images, using the strong deflection limit. Another way is to consider a plasma instead vacuum. In this case the lensing angle depends on the plasma distribution and the photon frequency. Gravitational deflection of light ray even in the homogeneous plasma differs from vacuum (Einstein) angle and depends on the photon frequency. We also obtain analytical formulae for gravitational deflection angle in homogeneous plasma in the strong deflection limit.