Very Long Baseline Interferometry (VLBI) provides the highest angular resolution achievable in astronomy, reaching sub-milliarcsecond scales. For radio loud AGNs, this offers the unique opportunity to directly image and monitor the fine details of the jet structure, approaching the event horizon in the nearest and most supermassive black holes, like in M87. After a quick review of various VLBI facilities, we present results from recent VLBI monitoring projects on two remarkable radio and high energy sources: the radio galaxy M87 and the BL Lac object Mrk421. For the latter, we present a detailed analysis of the jet structure in total intensity and polarization through the whole 2011, during which a multi-wavelength campaign took place. We reveal flux density variability but no significant changes in the jet structure. In M87, we detect and follow the evolution of the core and of the jet feature HST-1; we reveal superluminal motion of components within HST-1, with a possible connection between ejection of new such components and the occurrence of very high energy flares. Estimates on the physical parameters for both sources are given (Doppler factor, viewing angle, magnetic field, etc.).