In this article, we present an overview of the new developments in problems of the plasma influence on the effects of gravitational lensing, complemented by pieces of new material and relevant discussions. Deflection of light in the presence of gravity and plasma is determined by a complex combination of various physical phenomena: gravity, dispersion, refraction. In particular, the gravitational deflection itself, in a homogeneous plasma without refraction, differs from the vacuum one and depends on the frequency of the photon. In an inhomogeneous plasma, chromatic refraction also takes place. We describe chromatic effects in strong lens systems including a shift of angular position of image and a change in magnification. We also investigate high-order images that arise when lensing on a black hole surrounded by homogeneous plasma. The recent results of analytical studies of the effect of plasma on the shadow of the Schwarzschild and Kerr black holes are presented.