This work deals with the time-domain formulation of Maxwell's equations. The main objective is to propose high-order finite element type methods for the discretization of Maxwell's equations and efficient time integration methods on locally refined meshes. We consider Discontinuous Galerkin Time-Domain (DGTD) methods relying on an arbitrary high-order polynomial interpolation of the components of the electromagnetic field. Existing DGTD methods for Maxwell's equations often rely on explicit time integration schemes and are constrained by a stability condition that can be very restrictive on highly refined meshes. To overcome this limitation, we consider time integration schemes that consist in applying an implicit scheme locally i.e. in the refined regions of the mesh, while preserving an explicit scheme in the complementary part. We present a full theoretical study and a comparison of two locally implicit DGTD methods. Numerical experiments for 2D and 3D problems illustrate the usefulness of the proposed time integration schemes. The numerical treatment of complex propagation media is also one of the objectives. We consider the interaction of electromagnetic waves with biological tissues that is of interest to applications in biomedical domain. Numerical modeling then requires to solve the system of Maxwell's equations coupled to appropriate models of physical dispersion. We derive a locally implicit DGTD method for the Debye model and we achieve a full theoretical and numerical analysis of the resulting scheme.