Sum frequency generation (SFG) vibrational spectroscopy has been demonstrated to be a powerful technique to study the molecular structures of surfaces and interfaces in different chemical environments. This review summarizes recent SFG studies on hybrid bilayer membranes and substrate-supported lipid monolayers and bilayers, the interaction between peptides/proteins and lipid monolayers/bilayers, and bilayer perturbation induced by peptides/proteins. To demonstrate the ability of SFG to determine the orientations of various secondary structures, studies on the interactions between different peptides/proteins (melittin, G proteins, alamethicin, and tachyplesin I) and lipid bilayers are discussed. Molecular level details revealed by SFG in these studies show that SFG can provide a unique understanding on the interactions between a lipid monolayer/bilayer and peptides/proteins in real time, in situ and without any exogenous labeling.