Full-field measurement techniques are now mature. As such, they have profoundly impacted the experimental mechanics community in recent years. The way that shape memory alloys (SMAs) are now tested is not spare from this deep-rooted trend, as reflected by the increasing number of papers published in the SMA literature. In this context, the aim of this contribution is to give an overview of the use of full-field measuring techniques for SMA characterization purposes. We recall first the basic principle of one volume and four surface techniques employed in this community. Several typical papers where such techniques are employed are then presented, by highlighting in each case the extent to which the thermomechanical response of SMAs could be better understood and modeled thanks to these techniques. A classification by several criteria of about 300 references is finally offered and discussed. The main criteria are the type of SMA, the type of technique employed to perform the measurements, and the type of test.