Abstract: The ability to probe the microscopic world with atomic spatial resolution on a femtosecond time scale is a long-sought dream of physicists. The inauguration of the first X-ray free electron laser (XFEL) in 2009 has made such a dream possible. This article will review several breakthroughs brought by XFEL in fields such as condensed matter physics, nonlinear optics, and warm dense matter.We will also present some perspective on future applications.