Investigations of the magnetic properties of high temperature superconductors (HTSs) have revealed the existence of striking new vortex phenomena due, in part, to their strong crystalline anisotropy, very short coherence lengths and the much larger thermal energies available at high temperatures. Some of these phenomena, for example vortex lattice 'melting', pose serious problems for technological applications of the most anisotropic HTS materials and a fuller understanding of them is of considerable importance. The most direct information regarding vortex structures and dynamics is obtained through local measurement of the magnetic field within or at the surface of a superconducting sample. A detailed review of such local magnetic probes is presented here including Lorentz microscopy, magnetic force microscopy, Bitter decoration, scanning Hall probe microscopy, magneto-optical imaging, and scanning superconducting quantum interference device microscopy. In each case the principles underpinning the technique are described together with the factors that limit the magnetic field and the spatial and temporal resolution. A range of examples will be given, emphasizing applications in the area of HTSs. In addition the ways in which the existing techniques can be expected to develop over the next few years will be discussed and new approaches that seem likely to be successful described.