Friction and wear take place on two solid surfaces in sliding contact as a result of the mechanical, thermal, and chemical interactions with the participation of environmental species. These interactions lead to the formation of a tribo-layer or tribofilm, which attaches on the worn surfaces, and consequently, contributes to the variation of the friction and wear behaviour. Electron microscopy and the associated spectroscopic analyses are powerful in probing these matters in spatial resolutions from micro to atomic scale. This article provides a review of the author's work in the wear and friction mechanisms of physical vapour deposition (PVD) hard coatings, in which various scanning electron microscope (SEM)-and transmission electron microscope (TEM)-based microscopic and spectroscopic techniques were employed. Understanding on the failure mechanisms and the origin of self-adaptive friction has been improved to the nano-scale. Other related issues are also discussed, such as sample preparation techniques for cross-sectional electron microscopy, energy dispersive X-ray spectroscopy, and electron energy loss spectroscopy.