The mystery of water mainly arises from the intermolecular hydrogen-bonding (H-bonding) interaction. It is well known that H bonds have a strong classic component coming from electrostatics. However, quantum behaviors of hydrogen nuclei (protons), including tunneling and zero-point motion have significant effects on the macroscopic properties, structure, and dynamics of water even at room temperature or higher. Despite enormous theoretical efforts toward pursuing proper treatment of the nuclear motion at a quantum mechanical level, accurate and quantitative description of NQEs on the H-bonding interaction has proven to be experimentally challenging. This review highlights the recent advances in investigating nuclear quantum effects (NQEs) of water, with focus on the studies of surface water at atomic scale. We first introduce the conventional spectroscopic techniques and the emerging scanning tunneling microscopy/spectroscopy (STM/S) and non-contact atomic force microscopy (nc-AFM), which allow the access to the quantum degree of freedom of protons at atomic scale. Real-space imaging of interfacial water with submolecular resolution has been achieved, enabling discrimination of the orientation of the single water molecules and the H-bonding directionality of water clusters at surfaces. In addition, the limit of vibrational spectroscopy of water has been pushed down to the single-bond level using tip-enhanced inelastic electron tunneling spectroscopy (IETS). We then discuss how those techniques are used to investigate the NQEs of surface water, such as proton tunneling and the impact of zero point motion on the H-bonding interaction. Proton tunneling has been observed in water/ice under various conditions, such as surface water, high-pressure ice and confined water. Interestingly, proton tunneling in H-bonded networks tends to involve many H bonds simultaneously, leading to concerted many-body tunneling, which has been visualized in the experiment as well. NQEs, in terms of zero-point motion, could influence the H-bonding interactions and consequently the structure of H-bonded network. A general physical picture for the NQEs of H bonds has been unraveled, that is, the anharmonic quantum fluctuations of hydrogen nuclei weaken the weak H bonds and strengthen the strong ones due to the competing effect between O-H stretching and H-bond bending. For completeness, we also briefly review the NQEs of bulk water/ice and confined water using the macroscopic spectroscopic techniques. Those findings may completely renovate our understanding of water and provide answers to many weirdness and the macroscopic isotope effects of water from a quantum mechanical view. In the end, we present an outlook on the current challenges and further opportunities in this field. There is an urgent need to develop new techniques to study the NQEs of water at ambient condition with atomic precision. It would be also interesting to extend the NQEs studies of water to other H-rich materials and, more generally, to light-element materials, such as Li, He, C, N, B.