This paper reviews the various experimental techniques that have contributed to an understanding of elastohydrodynamic (EHD) lubrication. After a brief historical overview, attention focuses on the main methods for studying the behaviour of lubricant films in lubro, within EHD contacts, in particular ultra thin film interferometry, film thickness mapping, in-contact infrared and Raman spectroscopy, fluorescence and temperature/shear stress mapping. From this review, the important role of the experimentalist in the study of EHD lubrication is identified and appreciated.