We have built up a broadband time-domain THz spectroscopy ranging from 0.1 to 10-200 THz using photoconducting semiconductor antennas or nonlinear organic crystals with ultrashort laser pulses (≤10 fs). We have also generated intense THz pulses using an Mg-doped LiNbO3 single crystal excited by laser pulses having a tilted pulse front. Using these THz techniques, dynamics of free carriers due to surface metallic states, electron-phonon couplings and lattice vibrational modes relevant to photochemical reactions and structural phase transitions can be revealed.