In order to observe the phenomena occurring during deformation, mechanical test stages working inside a scanning electron microscope (SEM) chamber have been developed; they allow us to perform tests step by step, without unloading, with a fixed tensile axis, and to make observations at a constant magnification. Two stages are available: a tensile stage with a load cell in the range 0-500 daN and a micro furnace to heat the specimen up to 800°, a biaxial tension/torsion out-of-phase fatigue stage with a tension compression load up to ±1000 daN and a torque of ±50 Nm. This system is completed by an image analyzer used to quantify microstructure morphologies and an electron backscattering diffraction device (EBSD) that allows us to determine the local crystalline orientation and to follow its evolution under deformation. A fiducial grid technique has been developed to measure some components of the local strain tensor. The microgrids are deposited on the surface of the sample by an electrolithographic technique; their step ranges from 1 to 10 μm or more; they provide a good contrast for SEM and the underlying microstructure remains visible. From a qualitative point of view, the deformation of the grid gives indications on the local scale mechanisms that occur during the deformation of the sample. Image analysis techniques allow us to measure local displacements in order to quantify the local strain heterogeneities; strain maps can also be plotted over domains representative of the microstructure.