Particle acceleration in young supernova remnant (SNR) shocks is expected to be efficient and strongly nonlinear. In efficient, first-order Fermi acceleration, compression ratios will be higher and the shocked temperature lower than test-particle, Rankine-Hugoniot relations predict (in extreme cases, the shocked gas can be simultaneously 10 times cooler and 10 times denser than test-particle predictions). Thus efficient particle acceleration connects cosmic ray production with the properties of the shock heated interstellar medium, influences the dynamics of the remnants, modifies X-ray line production, and connects the continuum photon emission over the entire band from radio to gamma rays. We describe the nonlinear effects using a simple, self-consistent model of shock acceleration and calculate broad-band continuum emission from radio to gamma-rays in selected young SNRs.