Plasmonic photocatalysis uses the light-induced resonant oscillation of free electrons in a metal nanoparticle to concentrate optical energy for driving chemical reactions. By altering the joint electronic structure of the catalyst and reactants, plasmonic catalysis enables reaction pathways with improved selectivity, activity, and catalyst stability. However, designing an optimal catalyst still requires a fundamental understanding of the underlying plasmonic mechanisms at the spatial scales of single particles, at the temporal scales of electron transfer, and in conditions analogous to those under which real reactions will operate. Thus, in this review, we provide an overview of several of the available and developing nanoscale and ultrafast experimental approaches, emphasizing those that can be performed in situ. Specifically, we discuss high spatial resolution optical, tip-based, and electron microscopy techniques; high temporal resolution optical and x-ray techniques; and emerging ultrafast optical, x-ray, tip-based, and electron microscopy techniques that simultaneously achieve high spatial and temporal resolution. Ab initio and classical continuum theoretical models play an essential role in guiding and interpreting experimental exploration, and thus, these are also reviewed and several notable theoretical insights are discussed.