Magneto-optical (MO) effect can break the reciprocal propagation of an optical wave along a MO-metal interface. We show that this nonreciprocal property also influences the guided modes in metal-MO-metal waveguides. Especially, the field profiles of the guided modes are neither symmetric nor anti-symmetric, but asymmetric. We then study the resonant optical transmission through a thin metal film with subwavelength MO slits. Magnetic field changes the transmission spectra of the structure, and a MO-induced transparent window is open, where the MO medium becomes extremely anisotropic. The guided-mode mediated high transmission is associated with an asymmetric field distribution and a circling energy flux.