The scientific relevance and potential for technological applications of complex materials have made them the focus of active investigation in order to fully charac- terize the competition and interactions between their electronic, structural, orbital, and spin degrees of freedom. Optical and terahertz (THz) spectroscopy provide ac- cess to electronic and low frequency quasiparticle responses, and therefore play a key role in understanding the fundamental mechanisms which dictate the macroscopic properties of complex materials. Time-resolved experiments, in turn, have the po- tential to disentangle the various coexisting energy scales through a careful selection of the pump and probe characteristics. This work investigates the role played by the electronic, structural and magnetic excitations in the insulator-to-metal transi- tions (IMT) of VO2, V2O3 and NdNiO3, through studies under different conditions of temperature, strain, doping and photoexcitation. Our work shows that a complete understanding of the IMT in VO2 requires sev- eral length scales and time scales to be considered. Indeed, epitaxial strain leads to anisotropy in the IMT characteristics of thin films of (100) and (110) VO2/TiO2, measured using THz spectroscopy, which can be explained by strain induced modi- fications both in the (microscopic) V3d orbitals and in the geometry of mesoscopic metallic domains. On the other hand, ultrafast studies which track, with femtosecond resolution, the electronic and structural dynamics of VO2 thin films following THz excitation reveal a delay in the onset of the structural response with respect to the electronic one, lending support to the correlation rather than Peierls driven picture of the IMT in this material. As for V2O3, the IMT is seen to occur via nucleation and growth of metallic domains, as previously reported in VO2. However, a scaling of the photoinduced conductivity dynamics rise time is further identified, which reveals the temperature and fluence dependence of the nucleation and growth process. Finally, strained NdNiO3 films exhibit a two step dynamical conductivity response following optical excitation, different from that of the vanadates with which they share a complex, albeit more tunable, phase diagram. This hints at a significant role being played by the magnetic structure during the IMT in NdNiO3.