We review our optically detected cyclotron resonance (ODCR) studies extending over Ge, Si and ZnSe. The following three subjects are taken up: (1) Impact dissociation of excitons by free carriers, which is dominated by electron-electron and hole-hole interactions rather than by electron-hole interaction. (2) The hot-carrier state produced in Ge and Si by cyclotron resonance is discussed in terms of hot-carrier-distribution function, effective carrier temperature, and carrier kinetics. (3) The relaxation process of photoexcited carriers in ZnSe is discussed. This relaxation process is found to be dominated by electron-polar-optical-phonon interaction, which gives rise to the polaron effect and to resonant formation of free excitons following one-LO-phonon emission. Thermally detected cyclotron resonance (TDCR) is also introduced.