There is a long-standing question whether results of studies of surface processes under ultrahigh vacuum (UHV) can be truly transferred to the conditions of heterogeneous catalysis. Several in-situ surface-sensitive methods have been developed that can operate in a pressure range from UHV to ambient conditions, that may help to answer this question. By applying in-situ methods to single-crystal surfaces as well as supported nanoparticles, the pressure and materials gaps between surface science and heterogeneous catalysis can be simultaneously bridged. Vibrational spectroscopy techniques, i.e. IR-vis sum frequency generation (SFG) and polarization-modulation infrared reflection absorption spectroscopy (PM-IRAS) are applied to study the adsorption, coadsorption and reaction of small molecules on transition metal surfaces (Pt, Rh, Pd, Au, Ru) from UHV to 1 bar. The goal of these in-situ studies at mbar pressures is, of course, to elucidate the elementary steps of heterogeneous catalytic reactions. Case studies include CO adsorption and dissociation, CO oxidation and hydrogenation, ethylene adsorption and hydrogenation, and methanol decomposition on low-index single-crystal surfaces, defect-rich (stepped or ion-bombarded) single-crystal surfaces, as well as oxide supported metal nanoparticles. The potential of polarization-dependent SFG to determine the molecular orientation of adsorbates and of time-resolved broadband SFG is demonstrated. If available, complementary structural information by high-pressure scanning tunneling microscopy (HP-STM) and compositional analysis by high-pressure photoelectron spectroscopy (HP-XPS) was also included. Implications of the described results on the mechanism, activity and selectivity of catalyzed reactions are discussed.