The Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) phase, a superconducting state with non-zero total momentum Cooper pairs in a large magnetic field, was first predicted about 50 years ago, and since then became an important concept in many branches of physics. Despite intensive search in various materials, unambiguous experimental evidence for the FFLO phase is still lacking in experiments. In this paper, we show that both FF (uniform order parameter with plane-wave phase) and LO phase (spatially varying order parameter amplitude) can be observed using fermionic cold atoms in spin-orbit coupled optical lattices. The increasing spin-orbit coupling enhances the FF phase over the LO phase. The coexistence of superfluid and magnetic orders is also found in the normal BCS phase. The pairing mechanism for different phases is understood by visualizing superfluid pairing densities in different spin-orbit bands. The possibility of observing similar physics using spin-orbit coupled superconducting ultra-thin films is also discussed.
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