Studying aerosol dynamics at the single particle level can allow measurements over lengthscales and timescales that are inaccessible to more conventional analytical techniques. We will explore the important dynamical information that can be gained for interpreting aerosol properties and processes when measurements are made on timescales of millisecond or days and on length scales of nanometres to micrometres. In particular we will describe measurements of heat and mass transfer during condensation or evaporation, studies of the hygroscopic properties of organic aerosol, water transport in glassy aerosol, investigations of the interactions between aerosol particles and particle coalescence.