Neutron diffraction is an atomic- or molecular-level characterization technique of material structures and microscopic movements because neutron is an electronic neutral subatomic particle with certain magnetic moment, strong penetration, more sensitive to light elements than X-ray and electron. The in situ neutron diffraction as one of materials four-dimensional characterization techniques has been reviewed with much emphasis on its applications to metallic materials science, such as residual stress evaluation, plastic deformation mechanism, solid phase transformation and nanometer clusters.