Foams are multiscale materials that have an enormous number of uses. As the relevant structural length-scales span from a few nanometres up to millimetres a number of characterisation methods need to be combined to obtain the full material structure. In this review we explain how foams can be explored using Small Angle Neutron Scattering (SANS). We remind the reader of the basics of SANS and contrast variation before we describe the different types of experiments that have been carried out on foams emphasising the specific role of neutrons in learning about the systems. To date SANS has been used to measure different foam structural parameters, such as the film thickness and the bubble size. Several studies have also been carried out to elucidate the organisation of the stabilising objects in the bulk solution. Finally we show how SANS measurements can be used to measure foam composition. Some of the accessible information is unique to SANS experiments, but as the method is still not very widely used on foams the review is also aimed to act as an introduction on how to carry out such measurements on foams.