Single-molecule spectroscopy (SMS) combines some of the advantages of local probe microscopies with those of optics. Since this field came into being 10 years ago, it has expanded at a breathtaking pace. From the first cryogenic experiments up to the recent studies of basic processes in molecular biology, single-molecule methods have found their way into an ever broadening range of applications. Their common feature is the complete elimination of ensemble averaging. By exposing individual variations as well as dynamical fluctuations, SMS provides new insights into any system with spatial or temporal inhomogeneity. The present article illustrates single molecule spectroscopic:experiments at cryogenic temperatures, mainly from the authors＇ group. The results reviewed here range from molecular photophysics, to the dynamics of the solid matrix around the molecule, and to the interactions between a single molecule and electromagnetic fields, i.e., quantum optics. SMS is now ripe for a variety of applications in physical chemistry, such as, for example, surfaces, growth structures, catalysis, or porous media.