Multiphoton microscopy has rapidly gained popularity in biomedical imaging and materials science because of its ability to provide three-dimensional images at high spatial and temporal resolution even in optically scattering environments. Currently the majority of commercial and home-built devices are based on two-photon fluorescence and harmonic generation contrast. These two contrast mechanisms are relatively easy to measure but can access only a limited range of endogenous targets. Recent developments in fast laser pulse generation, pulse shaping, and detection technology have made accessible a wide range of optical contrasts that utilize multiple pulses of different colors. Molecular excitation with multiple pulses offers a large number of adjustable parameters. For example, in two-pulse pump-probe microscopy, one can vary the wavelength of each excitation pulse, the detection wavelength, the timing between the excitation pulses, and the detection gating window after excitation. Such a large parameter space can provide much greater molecular specificity than existing single-color techniques and allow for structural and functional imaging without the need for exogenous dyes and labels, which might interfere with the system under study. In this review, we provide a tutorial overview, covering principles of pump-probe microscopy and experimental setup, challenges associated with signal detection and data processing, and an overview of applications.