Although, drugs are required in the various skin compartments such as viable epidermis, dermis, or hair follicles, to efficiently treat skin diseases, drug delivery into and across the skin is still challenging. An improved understanding of skin barrier physiology is mandatory to optimize drug penetration and permeation. The various barriers of the skin have to be known in detail, which means methods are needed to measure their functionality and outside-in or inside-out passage of molecules through the various barriers. In this review, we summarize our current knowledge about mechanical barriers, i.e., stratum corneum and tight junctions, in interfollicular epidermis, hair follicles and glands. Furthermore, we discuss the barrier properties of the basement membrane and dermal blood vessels. Barrier alterations found in skin of patients with atopic dermatitis are described. Finally, we critically compare the up-to-date applicability of several physical, biochemical and microscopic methods such as transepidermal water loss, impedance spectroscopy, Raman spectroscopy, immunohistochemical stainings, optical coherence microscopy and multiphoton microscopy to distinctly address the different barriers and to measure permeation through these barriers in vitro and in vivo.