First hyperpolarizabilities beta were obtained for CX4 molecules in gas and liquid phases from hyper-Rayleigh scattering measurements at lambda =1064 nm. The gas-phase results for beta (xyz) (atomic units) are 7.1 +/-0.9 (CH4), 7.0 +/-0.9 (CD4), 5.4 +/-0.6 (CF4), and 11.0 +/-0.9 (CCl4). Ab initio calculations of beta are consistent with the experimental results for CF4 and CCl4, but not for CH4 and CD4. The effective liquid-phase beta for CCl4 is 3x the gas phase value, but the liquid environment has little effect on beta for the other molecules. Thermal-lens and absorption coefficients were also measured for ten liquids.