Liquid crystals can exhibit large third order optical non-linearities. Using the Z-scan technique, we have measured the intensity dependence of the non-linear absorption and non-linear refractive indices on time-scales ranging from milliseconds to picoseconds for nematic liquid crystals. This method allows the determination of the non-linear absorption coefficients as well as the signs and magnitudes of the non-linear refractive indices for different polarizations. A two pulse technique further enables estimation of the response time of the dominant mechanism. Using CW argon and Q-switched and mode-locked pumped dye lasers, we have carried out Z-scan measurements on aligned liquid crystal samples as a function of temperature, as well as wavelength. In the geometries studied, director reorientation is not expected to take place. On the nanosecond time-scale, all materials studied were self-focusing for polarization perpendicular to the director, and self-defocusing for parallel polarization. On the picosecond timescale, the samples were self-focusing for all polarizations, but strong non-linear birefringence was typically observed. An attempt is made to relate the bulk response to the molecular structures.