Proteins at interfaces play important roles in cell biology, immunology, bioengineering, and biomimetic material design. Many biological processes are based on interfacial protein action, ranging from cellular communication to immune responses and the protein-driven mineralization of bone. Despite the importance of interfacial proteins, comparatively little is known about their structure. The standard methods for studying crystalline or solution-phase proteins (X-ray diffraction and NMR spectroscopy) are not well-suited for studying proteins at interfaces, and for these proteins we still lack a corresponding technique that can provide the same level of structural resolution. This is not surprising in view of the challenges involved in probing the structure of proteins within monomolecular films assembled at a very thin interface in situ. Vibrational sum-frequency generation (SFG) spectroscopy has the potential to overcome this challenge and investigate the structure and dynamics of proteins at interfaces at the molecular level with subpicosecond time resolution. While SFG studies were initially limited to simple model peptides, the past decade has seen a dramatic advancement of experimental techniques and data analysis methods that has made it possible to also study interfacial proteins and their folding, binding, orientation, hydration, and dynamics. In this review, we first explain the principles of SFG spectroscopy and the experimental and theoretical methods to measure and analyze protein SFG spectra. Then we give an extensive overview of the interfacial proteins studied to date with SFG. We highlight representative examples to demonstrate recent advances in probing the structure of proteins at the interfaces of liquids, membranes, minerals, and synthetic materials.