Understanding the rheological behavior of complex fluids, and in particular its relation to the dynamics of the elementary microscopic constituents, is one of the open challenges in soft matter science. In this contribution, we give a brief introduction to linear shear rheology and passive microrheology of soft amorphous materials, and we then focus on the transition to non-linearity during oscillatory rheology tests performed on soft glassy materials. These materials exhibit solid-like properties at rest, but they display characteristics of fluids when a sufficiently large shear is applied. Significant progress in understanding such ‘fluidization’ has been recently achieved by combining rheometry with techniques capable to capture the microscopic dynamics induced by shear, and in particular by oscillatory shear. We here summarize some of these achievements, as an introduction to the field for a non-expert reader.