Raman and infrared (IR) spectroscopy are powerful analytical techniques, but have intrinsically low detection sensitivity. There have been three major steps (i) to advance the optical system of the light excitation, collection, and detection since 1920s, (ii) to utilize nanostructure-based surface-enhanced Raman scattering (SERS) and surface-enhanced infrared absorption (SEIRA) since 1990s, and (iii) to rationally couple (i) and (ii) for maximizing the total detection sensitivity since 2010s. After surveying the history of SERS and SEIRA, we outline the principle of plasmonics and the different mechanisms of SERS and SEIRA. We describe various interactions of light with nano/microstructures, localized surface plasmon, surface plasmon polariton, and lightning-rod effect. Their coupling effects can significantly increase the surface sensitivity by designing nanoparticle–nanoparticle and nanoparticle–substrate configuration. As the nano/microstructures have specific optical near-field and far-field behaviors, we focus on how to systematically design the macro-optical systems to maximize the excitation efficiency and detection sensitivity. We enumerate the key optical designs in particular ATR-based operation modes of directional excitation and emission from visible to IR spectral region. We also present some latest advancements on scanning-probe microscopy-based nanoscale spectroscopy. Finally, prospects and further developments of this field are given with emphasis on emerging techniques and methodologies.