Water at interfaces plays essential roles in life and industry. Despite its importance, our understanding of water at interfaces is still limited mainly because of the technical difficulty in studying water at interfaces selectively with ultrafast time resolution. This difficulty has been overcome by developing a novel nonlinear spectroscopy, named time-resolved heterodyne-detected vibrational sum frequency generation (TR-HD-VSFG) spectroscopy. TR-HD-VSFG enabled us to study the ultrafast dynamics of water at interfaces without interference from the vast amount of bulk water. In this chapter, I will review our recent works that revealed remarkable new insights into the interfacial water dynamics. In particular, the vibrational dynamics of water at the air/water interface were investigated from the viewpoint of the vibrational relaxation time (T1). It was revealed that the T1 of water at the air/water interface is almost independent of the excitation frequency and is consistent with bulk value upon hydrogen bond OH stretch excitation. On the other hand, T1 of the free OH, which exists only at the interface, is unique to the interface. Because T1 of the free OH does not change with the isotopic dilution, vibrational relaxation of the free OH is considered to proceed with diffusive rotation of the free OH. Moreover, the vibrational dynamics of water at charged monolayer interfaces have been investigated with various lipid headgroups from the viewpoint of spectral diffusion dynamics. It was revealed that the spectral diffusion dynamics of water at the lipid interfaces depend on the charge as well as the hydrogen bonding ability of the headgroup, reflecting the differences in the hydrogen bond fluctuation of water at the interfaces.