Bolted joints play a more and more important role in the structure with lighter weight and heavier load. This paper aims to provide an overview of different experimental approaches for the dynamic behavior of structures in the presence of bolted joints, especially the energy dissipation or damping at frictional interfaces. The comprehension of energy dissipation mechanisms due to friction is provided first, while the key parameters and the measurement techniques, such as the excitation force, the preload of the bolt, or the pressure at the interfaces, are briefly introduced. Secondly, the round-robin systems aim to measure the hysteresis parameters of the frictional joints under tangential loads are reviewed, summarizing the basic theory and the strategies to apply the excitation force or acquire the response in different testing systems. Followed by parameter identification strategies for bolted structures, the test rigs with one or more simplified bolted joints are summarized to give an insight into the understanding of typical characteristics of bolted structures, which are affected by the presence of friction. More complex test rigs hosting real-like or actual engineering structures with bolted lap or flange joints are also introduced to show the identification process of the dynamic characteristics of bolted connections employed in specific applications. Based on the review paper, researchers can get the basic knowledge about the experimental systems of the bolted structures, especially several classical round robin systems, such as the Gaul resonator and widely used Brake-Reuß beam system. Readers can take advantage of this background for more creative and effective future studies, make more progress on the study of assembled structures and understand the influence of bolting frictional connections on the dynamic response better.