In this article we review recent advances in experimental techniques for the mechanical characterization of materials and structures at various length scales with an emphasis in the submicron- and nanoregime. Advantages and disadvantages of various approaches are discussed to highlight the need for carefully designed experiments and rigorous analysis of experimentally obtained data to yield unambiguous findings. By examining in depth a few case studies we demonstrate that the development of robust and innovative experimentation is crucial for the advancement of theoretical frameworks, assessment of model predictive capabilities, and discovery of new physical phenomena.

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