Metal oxides and metal nanoparticles dispersed on oxide substrates have gained increasing interest in surface science because of their widespread applications, especially in heterogeneous catalysis. In this review we summarize our recent vibrational spectroscopic studies on pure and metal-covered oxide surfaces (ZnO, TiO2, Au/ZnO and Cu/ZnO) using a number of small molecules (H2, CO, CO2, NO and HCOOH) as probes and/or reactants. High-resolution electron energy loss spectroscopy (HREELS) turned out to be a powerful tool to investigate well-defined oxide and metal/oxide model systems. The application of a novel ultrahigh vacuum IR spectroscopy (UHV-FTIRS) apparatus allowed us to record high-quality IR data on oxide surfaces of both single crystals and polycrystalline powder particles. We will particularly focus on following important issues: (i) the interaction of hydrogen with ZnO; (ii) structure and reactivity of polar and nonpolar ZnO surfaces; (iii) the role of defects in surface chemistry of oxides; (iv) the origin of significant difference in photocatalytic activity between anatase and rutile TiO2 and (v) the interaction between metal nanoparticles and oxide supports. We will demonstrate that the data from HREELS and UHV-FTIRS provide detailed insight into structural, electronic and chemical properties of the studied systems.