This article aims to overview infrared (IR) spectroscopy. Simultaneously, it outlines mid-infrared (MIR), near-infrared (NIR), and far-infrared (FIR) or terahertz (THz) spectroscopy separately, and compares them in terms of principles, characteristics, advantages, and applications. MIR spectroscopy is the central spectroscopic technique in the IR region, and is mainly concerned with the fundamentals of molecular vibrations. NIR spectroscopy incorporates both electronic and vibrational spectroscopy; however, in this review, I have chiefly discussed vibrational NIR spectroscopy, where bands due to overtones and combination modes appear. FIR or THz spectroscopy contains both vibrational and rotational spectroscopy. However, only vibrational FIR or THz spectroscopy has been discussed in this review. These three spectroscopy cover wide areas in their applications, making it rather difficult to describe these various topics simultaneously. Hence, I have selected three key topics: hydrogen bond studies, applications of quantum chemical calculations, and imaging. The perspective of the three spectroscopy has been discussed in the last section.