Interfacial science has received much attention recently based on the development of state-of-the-art analytical tools that can create and manipulate the charge, spin, orbital, and lattice degrees of freedom at interfaces. Motivated by the importance of nanoscale interfacial science that governs device operation, we present a technique to probe the electronic characteristics of heterointerfaces with atomic resolution. In this work, the interfacial characteristics of heteroepitaxial structures are investigated and the fundamental mechanisms that pertain in these systems are elucidated through cross-sectional scanning tunneling microscopy (XSTM). The XSTM technique is employed here to directly observe epitaxial interfacial structures and probe local electronic properties with atomic-level capability. Scanning tunneling microscopy and spectroscopy experiments with atomic precision provide insight into the origin and spatial distribution of electronic properties across heterointerfaces. The first part of this report provides a brief description of the cleavage technique and spectroscopy analysis in XSTM measurements. The second part addresses interfacial electronic structures of several model heterostructures in current condensed matter research using XSTM. Topics to be discussed include high-κ's/III-V's semiconductors, polymer heterojunctions, and complex oxide heterostructures, which are all material systems whose investigation using this technique is expected to benefit the research community. Finally, practical aspects and perspectives of using XSTM in interface science are presented.