Connected vehicle applications such as autonomous intersections and intelligent traffic signals have shown great promises in improving transportation safety and efficiency. However, security is a major concern in these systems, as vehicles and surrounding infrastructures communicate through ad-hoc networks. In this paper, we will first review security vulnerabilities in connected vehicle applications. We will then introduce and discuss some of the defense mechanisms at network and system levels, including (1) the Security Credential Management System (SCMS) proposed by the United States Department of Transportation, (2) an intrusion detection system (IDS) that we are developing and its application on collaborative adaptive cruise control, and (3) a partial consensus mechanism and its application on lane merging. These mechanisms can assist to improve the security of connected vehicle applications.