Recent applications of scanned probe microscopy are defined often going hand in hand with improved spectroscopy. These methods can provide information about dynamic response extending down towards the femotsecond time scale for resettable, repeatable phenomena and may thus help to fill the gap in the microscopist's coverage of material behavior. Although the use of photon pulses is best developed, ultra-short electron pulses are now available. Various options are therefore to hand in either transmission electron microscopy or scanning transmission electron microscopy operation for combining the spatial resolution of electrons with the spectral selectivity and precision of photons. With purely photon pump-probe operation, good spatial resolution can perhaps be obtained using the tip field-enhancement effect in scanning probe microscopy (SPM) and has also recently been impressively demonstrated in two-photon photo-electron microscopy (PEEM) operation.