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The surface states of photoelectrodes as catalysts heavily influence their performance in photocatalysis and photoelectrocatalysis applications. These catalysts are necessary for developing robust solutions to the climate and global energy crises by promoting CO2 reduction, N2 reduction, contaminant degradation, and water splitting. The semiconductors that can fill this role are beholden as photoelectrodes to the processes of charge generation, separation, and utilization, which are in turn products of surface states, surface electric fields, and surface carrier dynamics. Methods which are typically used for studying these processes to improve semiconductors are indirect, invasive, not surface specific, not practical under ambient conditions, or a combination thereof. Recently, nonlinear optical processes such as electronic sum-frequency generation (ESFG) and second-harmonic generation (ESHG) have gained popularity in investigations of semiconductor catalysts systems. Such techniques possess many advantages of in-situ analysis, interfacial specificity, non-invasiveness, as well as the ability to be used under any conditions. In this review, we detail the importance of surface states and their intimate relationship with catalytic performance, outline methods to investigate semiconductor surface states, electric fields, and carrier dynamics and highlight recent contributions to the field through interface-specific spectroscopy. We will also discuss how the recent development of heterodyne-detected ESHG (HD-ESHG) was used to extract charged surface states through phase information, time-resolved ESFG (TR-ESFG) to obtain in-situ dynamic process monitoring, and two-dimensional ESFG (2D-ESFG) to explore surface state couplings, and how further advancements in spectroscopic technology can fill in knowledge gaps to accelerate photoelectrocatalyst utilization. We believe that this work will provide a valuable summary of the importance of semiconductor surface states and interfacial electronic properties, inform a broad audience of the capabilities of nonlinear optical techniques, and inspire future original approaches to improving photocatalytic and photoelectrocatalytic devices.