This paper reviews the implementation of Electron Energy Loss Spectroscopy (EELS) in a Transmission Electron Microscope (TEM), as an essential tool for advanced analytical studies, exhibiting a unique level of performance in terms of spatial resolution down to the interatomic distances for imaging and sensitivity down to the single atom for elemental identification. In terms of spectral resolution, it offers access with a resolution as good as a few meV, to a very broad spectral domain extending from tens of meV (in the IR) up to a few keV (in the X-ray). This new generation of instrument (EELS+(S)TEM) is now routinely used to investigate the structural, spectral, electronic and chemical properties of a wide range of materials and to broaden spectacularly the field of novel information which it provides. A first part of the paper describes the major progress in advanced instrumentation brought by the novel pieces of equipment (spectrometers, monochromators, aberration correctors and detectors) together with the newly elaborated tools for the acquisition and processing of huge data collections. The second part is devoted to the description of the information contained in a global EELS spectrum: (i) from the core-loss domain implying excitations from inner-shell atomic electrons and its application in elemental, chemical and electronic mapping; (ii) from the low-energy domain exhibiting individual or collective excitations of the valence and conduction electron gas, with its most recent developments in band gap mapping and nanoplasmonics; (iii) in the ultra-low energy domain, which is now in its infancy, the surface collective electron excitations, molecular bonds and the vibrations of phonons at surfaces and in the bulk of nanostructures. The third part is devoted to the exploration of unconventional domains of applications, which in many cases associate the EELS acquisition with the generation and the capture of other signals in various environments, in situ operation (temperature, pressure...), absorption or generation of photons (cathodoluminescence, X-ray emission), acquisition and handling of multidimension data (space, energy, momentum, time). In conclusion, EELS fifty years after its first recognition as a useful actor in the development and promotion of the analytical microscopy, has nowadays become an essential tool for the acquisition of many physical parameters with ultimate resolution, thus opening new routes in nanophysics to be explored.
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