The importance of buried interfaces in our everyday lives and in current scientific research is highlighted, along with experimental difficulty associated with studying such systems. We present an overview of the application of second harmonic generation and sum-frequency spectroscopy to the study of buried interfaces. Several examples from the current literature are presented, ranging from chemical and biological, to electrical and magnetic interfaces. The importance of this work in the context of ongoing research in these areas is discussed. Finally, we provide a snapshot of the state of the art in non-linear optical spectroscopy by mentioning several new directions that are likely to have a large impact on future research into the physics and chemistry of buried interfaces.