Complex oxide interfaces have been one of the central focuses in condensed matter physics and material science. Over the past decade, aberration corrected scanning transmission electron microscopy and spectroscopy has proven to be invaluable to visualize and understand the emerging quantum phenomena at an interface. In this paper, we briefly review some recent progress in the utilization of electron microscopy to probe interfaces. Specifically, we discuss several important challenges for electron microscopy to advance our understanding on interface phenomena, from the perspective of variable temperature, magnetism, electron energy loss spectroscopy analysis, electronic symmetry, and defects probing.