One of the most exciting developments in the field of biological physics in recent years is the ability to manipulate single molecules and probe their properties and function. Since its emergence over two decades ago, single molecule force spectroscopy has become a powerful tool to explore the response of biological molecules, including proteins, DNA, RNA and their complexes, to the application of an applied force. The force versus extension response of molecules can provide valuable insight into its mechanical stability, as well as details of the underlying energy landscape. In this review we will introduce the technique of single molecule force spectroscopy using the atomic force microscope (AFM), with particular focus on its application to study proteins. We will review the models which have been developed and employed to extract information from single molecule force spectroscopy experiments. Finally, we will end with a discussion of future directions in this field.