Scanning probe microscope (SPM) based super-resolution near-field fingerprint microscopy is a promising technique for detecting molecular structures and identifying the composition of materials on the nanometer scale. In recent years, tip-enhanced Raman scattering, Fourier-transform infrared nano spectroscopy and scattering-type scanning near-field terahertz spectroscopy have been developed based on the combination of Raman scattering spectroscopy, infrared absorption spectroscopy and terahertz spectroscopy with a SPM, respectively. These scattering-type scanning near-field optical microscopy techniques are realized by using different experimental setups and can provide different but complementary information on the structure or components of materials. In this review, the characteristics of the above three techniques are examined and compared in depth, and the applications and recent progresses of them are also summarized concisely.