Understanding electrochemical hydrogen evolution reaction (HER) mechanisms requires precise identification of key intermediates (H*, OH*, and H2O*). While in situ single-crystal studies have provided foundational mechanistic insights into interfacial dynamics and intermediate behavior during the HER, extending these findings to structurally complex nano-catalysts remains challenging. Recent advances in in situ characterization techniques have enabled real-time observation of reaction intermediates, yet a systematic understanding across diverse catalyst architectures remains incomplete. This review assesses HER intermediate research, bridging the gap from model single-crystals to nano-catalysts by: (i) discussing methods for intermediate identification and their roles in elucidating HER mechanisms, (ii) summarizing single-crystal surface modification strategies bridging single-crystal model and nano-catalyst studies, and (iii) highlighting current challenges and proposing future directions for catalyst design and intermediate characterization, offering valuable perspectives for developing advanced HER electrocatalysts.