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This review gives an overview of current trends in the investigation of confined molecules such as water, small and higher alcohols, carbonic acids, ethylene glycol, and non-ionic surfactants, such as polyethylene glycol or Triton-X, as guest molecules in neat and functionalized mesoporous silica materials employing solid-state NMR spectroscopy, supported by calorimetry and molecular dynamics simulations. The combination of steric interactions, hydrogen bonds, and hydrophobic and hydrophilic interactions results in a fascinating phase behavior in the confinement. Combining solid-state NMR and relaxometry, DNP hyperpolarization, molecular dynamics simulations, and general physicochemical techniques, it is possible to monitor these confined molecules and gain deep insights into this phase behavior and the underlying molecular arrangements. In many cases, the competition between hydrogen bonding and electrostatic interactions between polar and non-polar moieties of the guests and the host leads to the formation of ordered structures, despite the cramped surroundings inside the pores.