We present an experimental investigation of the interaction of highly coherent far-infrared radiation with a paramagnetic gas of NO2 molecules in the presence of magnetic fields. Depending on the characteristics of the magnetic field and on other experimental parameters, we can observe a continuous transition from a Zeeman effect regime to a Faraday (or magnetic rotation) effect regime. The results obtained are compared with theory, and calculations are performed with a view to use of the Faraday effect for more-sensitive spectroscopy in the far-infrared region.