This chapter presents a review of the technology of scanning thermal microscopy (SThM) and its applications in thermally probing micro- and nanostructured materials and devices. We begin by identifying the parameters that control the temporal and temperature resolution in thermometry. The discussion of SThM research is divided into three main categories: those that use (a) thermovoltage-based measurements, (b) electrical resistance techniques, and (c) thermal expansion measurements. Within each category we describe numerous techniques developed for (a) the method of probe fabrication, (b) the experimental setup used for SThM, (c) the applications of that technique, and (d) the measurement characteristics such as tip-sample heat transfer mechanism, spatiotemporal resolution, and interpretation of data for property measurements. Because most of the SThM techniques require fundamental knowledge of tip-sample heat transfer, all possible heat transfer mechanisms are discussed in depth, and relations for estimating the tip-sample conductance for each mechanism are provided. This is critical because tip-sample heat transfer controls spatial resolution, temperature accuracy and resolution, and imaging artifacts. Based on this discussion, a simple model is given for future design of SThM probes. The review concludes by describing some new developments on the applications of near-field optical microscopy for temperature measurements.