  Light propagation in optical waveguides with periodically modulated index of
refraction and alternating gain and loss are investigated for linear and
nonlinear systems. Based on a multiscale perturbation analysis, it is shown
that for many non-parity-time ($\mathcal{PT}$) symmetric waveguides, their
linear spectrum is partially complex, thus light exponentially grows or decays
upon propagation, and this growth or delay is not altered by nonlinearity.
However, several classes of non-$\mathcal{PT}$-symmetric waveguides are also
identified to possess all-real linear spectrum. In the nonlinear regime
longitudinally periodic and transversely quasi-localized modes are found for
$\mathcal{PT}$-symmetric waveguides both above and below phase transition.
These nonlinear modes are stable under evolution and can develop from initially
weak initial conditions.
