The forces acting between colloidal particles and between surfaces are of utmost importance for determining the behaviour of dispersed systems and adhesion phenomena. Several techniques are now available for direct measurement of these surface forces. In this review we focus on some of these methods. Two techniques for measuring forces between macroscopic solid surfaces; the interferometric surface force apparatus, known as the SFA, and a novel instrument which is based on a bimorph force sensor, the so called MASIF, are described in some detail. Forces between a macroscopic surface and a particle can be measured with the atomic force microscope (AFM) using a colloidal probe, or by employing total internal reflection microscopy (TIRM) to monitor the position of a colloidal particle trapped by a laser beam. We also describe two different techniques that can be used for measuring forces between "soft" interfaces, the thin film balance (TFB) for single foam, emulsion and solid/fluid/fluid films, and osmotic stress methods, commonly used for studying interactions in liquid crystalline surfactant phases or in concentrated dispersions. The advantages and limitations of each of these techniques are discussed and typical results are presented.