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Oxygen vacancies play crucial roles in determining the physical properties of metal oxides, representing important building blocks in many scientific and technological fields due to their unique chemical, physical, and electronic properties. However, oxygen vacancies are often invisible because of their dilute concentrations. Therefore, characterizing and quantifying their presence is of utmost importance for understanding and realizing functional metal oxide devices. This, however, is oftentimes a non-trivial task. In this Perspective paper, we discuss the relevant regimes of concentrations and associated phenomena arising from oxygen vacancies. We then focus on experimental techniques available for observing oxygen vacancies at widely different levels of concentrations. Finally, we discuss current challenges and opportunities for utilizing oxygen vacancies in metal oxides.