As we approach the limits of semiconductor technology, the development of new materials and technologies for the new era in electronics is compelling. Among others, perovskite oxide hetero-structures are anticipated to be the best candidates. As in the case of semiconductors, the interface between two given materials can have, and often has, very different properties, compared to the corresponding bulk compounds. Perovskite oxides show spectacular interfacial properties due to the the rearrangement of charges, spins, orbitals and the lattice structure itself, at the interface. Lanthanum aluminate and Strontium titanate hetero-structures (LaAlO3/SrTiO3) can be regarded as a prototype of this wider class of interfaces. Both bulk compounds are plain and (relatively) simple wide-bandgap insulators. Despite this, a conductive two-dimensional electron gas (2DEG) is formed right at the interface when a LaAlO3thickness ofn≥4unit cells is deposited on a SrTiO3substrate. The 2DEG is quite thin, being confined in only one or at least very few mono-layers at the interface, on the SrTiO3side. A very intense and long-lasting study was triggered by this surprising discovery. Many questions regarding the origin and characteristics of the two-dimensional electron gas have been (partially) addressed, others are still open. In particular, this includes the interfacial electronic band structure, the transverse plane spatial homogeneity of the samples and the ultrafast dynamics of the confined carriers. Among a very long list of experimental techniques which have been exploited to study these types of interfaces (ARPES, XPS, AFM, PFM, …and many others), optical Second Harmonic Generation (SHG) was found to be suitable for investigating these types of buried interfaces, thanks to its extreme and selective interface-only sensitivity. The SHG technique has made its contribution to the research in this field in a variety of different and important aspects. In this work we will give a bird’s eye view of the currently available research on this topic and try to sketch out its future perspectives.