Experimental techniques yielding measurement with high resolution in time and space domains have had a large impact in fluid mechanics over the past ten years. This review concentrates on Lagrangian approaches since the understanding of the motions of fluid particles is critical for transport phenomena, which play a major role in geophysical fluid dynamics. Applications range from mixing problems, passive and active scalar advection, to dispersion of particles, accretion or fragmentation. Experimental methods have been developed using several strategies: direct optical imaging to record the trajectories of tracer particles; scattering techniques (optics or acoustics) to track particle velocities and also probe density and vorticity fluctuations in the flow; remote sensing techniques to record dynamics of tracers and objects passively advected by fluid motions. These methods, underlying principles and main results are discussed here.