We review our recent development of a first-principles lattice dynamics method that can treat anharmonic effects nonperturbatively. The method is based on the self-consistent phonon theory and temperature-dependent phonon frequencies can be calculated efficiently by incorporating recent numerical techniques to estimate anharmonic force constants. The validity of our approach is demonstrated through applications to cubic strontium titanate, where overall good agreements with experimental data are obtained for phonon frequencies and lattice thermal conductivity. We also show the feasibility of highly accurate calculations based on a hybrid exchange-correlation functional within the present framework. Our method provides a new way for studying lattice dynamics in severely anharmonic materials where the standard harmonic approximation and the perturbative approach break down.