Nanoindentation has emerged as a leading technique for the investigation of mechanical properties on small volumes of material. Extensive progress has been made in the last 20 years in refining the nstrumentation of nanoindentation systems and in analysis of the resulting data. Recent development has enabled investigation of materials under several dynamic conditions. The palladium-hydrogen system has a large miscibility gap, where the palladium lattice rapidly expands to form a hydrogen-rich β phase upon hydrogenation. Nanoindentation was used to investigate the mechanical effects of these transformations on foils of palladium. Study of palladium foils, which had been cycled through hydrogenation and dehydrogenation, allowed the extent of the transformed region to be determined. Unstable palladium foils, which had been hydrogenated and were subject to dynamic hydrogen loss, displayed significant hardening in the regions which were not expected to have transformed. The reason for this remains unclear. Impact indentation, where the indenter encounters the sample at relatively high speeds, can be used to probe the strain rate dependence of materials. By combining impact indentation and elevated temperature indentation, the strain rate dependence of the superelasticity of nickel-titanium was probed over a range of temperatures. Similar trends in elastic energy ratios with temperature were observed with the largest elastic proportions occurring at the Austenite finish transformation temperature. Multiple impact and scratch indentation are two modes of indentation which are thought to approximate erosive and abrasive wear mechanisms, respectively. These were utilised to investigate the wear resistance of several novel coatings formed by plasma electrolytic oxidation (PEO) of Ti-6Al4-V. Multiple impact indentation results appear to subjectively rank the erosive wear performance of both ductile and brittle materials. Comparison of normalised performance of coating systems on aluminium in abrasive wear to scratch hardness showed similar degrees of resistance.