Photo-induced phase transition (PIPT) often results from the imbalance of large coupling between various freedoms in strongly correlated materials. Ultrafast and ultra-broad optical techniques that span from terahertz to x rays are extremely useful to probe PIPT dynamics since they can unfold the complicated processes along the time hierarchy. Furthermore, the recent development of novel intense optical pulses in infrared and THz regions is opening new opportunities to induce and control PIPT. In this review, Iwill report the new trends of novel ultrafast pump-probe techniques using lasers and synchrotrons, most of which are demonstrated at Lawrence Berkeley National Laboatory in the United States.