We report on nanoscopic aspects of the insulator-to-metal transition (IMT) in a canonical correlated electron material, vanadium dioxide (VO2). Using scattering-type scanning near-field optical microscopy (s-SNOM) and spectroscopy (nano-FTIR), we revealed unique phase separation in strained VO2 films at sub-micrometer scale over a wide temperature range (320K-380K). Investigating the three dimensional formation of this microscopic stripe state, we resolved the enigma of the macroscopic electronic anisotropy and disentangled distinct stages of the VO2 phase transition with spontaneous symmetry breaking [Phys. Rev. Lett. 111 (9), 096602 (2013), Appl. Phys. Lett. 104 (12), 121905 (2014) and follow-up studies]. With these results we demonstrated that the novel spectroscopic techniques of near-field optics provide powerful and universal methodologies for studying mesoscopic and interfacial physics for many classes of transition metal oxides and phase transition materials.