It is now possible to make electronic and mechanical devices where an individual molecule is the active element. Examples include devices made from single-walled carbon nanotubes or single organic molecules. These molecular devices are proving to be wonderful systems for the study of the physics of materials at the nanometer scale. In this talk, I will review recent progress within our group on the electrical, electromechanical, and electrochemical properties of individual nanotubes and single molecules, as inferred from both transport and scanned probe measurements.