Recent technological advances allow nanomechanical vibrational systems to be fabricated with small dimensions, large oscillation frequencies, and long vibrational lifetimes. Novel physical behavior occurs in the mesoscopic regime which applies only to studying individual systems and not to solid-state ensemble systems probed with molecular or vibrational spectroscopies. This review addresses the experimental work on physical phenomena in vibrational systems, including fluctuations in the nonequilibrium regime, relaxations, nonlinearities, dynamics both conservative and dissipative, and mode couplings and their interplay.