Molecular structures at interfaces determine interfacial properties. In order to optimize the interfacial structures to achieve improved properties of advanced materials, it is important to characterize molecular structures of interfaces in situ in real time. Recently, a nonlinear optical spectroscopic technique, sum frequency generation (SFG) vibrational spectroscopy, has been developed into a powerful and unique tool to elucidate molecular structures of buried interfaces, including liquid/liquid, solid/liquid, and solid/solid interfaces. In this review, applications of SFG to study molecular structures of complex interfaces such as polymer interfaces and biological interfaces have been discussed. Particularly, molecular surface structural changes of various polymers in water, molecular interactions between polymers and silane model adhesion promoters at interfaces, and structures of buried polymer/polymer as well as polymer/metal interfaces have been presented. In addition, interfacial structures of peptides with varied secondary structures and several representative proteins have been introduced. Interfaces play important roles in many disciplines ranging from chemistry, biology, physics, materials science and engineering, to nanotechnology. The development of a unique technique which can probe molecular structures of complex interfaces in situ greatly impacts the research in these disciplines as well as many interdisciplinary studies.