Resistive switching memories have been regarded as one of the most up and coming memory systems and researchers have shown great interest in them because of their simple structure, high speed and low fabrication cost. These memory systems also have great potential for scaling, however, this has been difficult to achieve without detailed understanding of underlying switching mechanisms. Meanwhile, scaling down could also raise reliability concerns in its performance. This work provides an overview of various switching mechanisms and their investigations at nanoscale levels using high resolution microscopy techniques. In this mini review, the main focus was to understand the working mechanism derived from the so-called filament model. The high resolution conductive atomic force microscope, transmission electron microscope and scanning electron microscopes are the best tools available to investigate the dynamics of filamentary switching. Several issues with the existing techniques are also highlighted.