Strongly correlated materials ranging from diluted magnetic semiconductors (DMS) to transition-metal oxides, such as ruthenate perovskite (RP) compounds and high temperature superconductor cuprates, are revolutionizing fundamental concepts in condensed matter physics and show great potential for applications to spin-based electronics and multifunctional devices. These materials exhibit unusual properties, such as carrier-mediated magnetism, metamagnetism, quantum criticality and non-Fermi liquid behavior that continue to challenge the condensed matter community. Despite the wide range of properties exhibited by these materials, they all exhibit anomalous behavior in dc Hall effect measurements. In this talk I will discuss why one should and how one can explore the Hall effect as a function of frequency using magneto-polarimetry. Recent results on RP and DMS materials will be presented and compared with theoretical predictions.