This article reviews recent developments in small-scale mechanical property testing with some emphasis on intermediate (meso) length scales in complex microstructures and coated systems. The introduction summarizes size effects discovered from a century ago up to the recent explosion in micropillar testing that established many length scale effects in yielding and fracture. The bulk of the article deals with plasticity and fracture in polyphasic and microstructurally graded systems, including biomaterials, composites, and thermal protection systems, highlighting the use of in situ methods where mechanical tests are coupled to synchrotron X-ray scattering, electron backscattering, radiation damage, and digital image correlation. Expected final online publication date for the Annual Review of Materials Research, Volume 52 is July 2022. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.