Graphene is being widely investigated for both its remarkable electronic and optical properties. This talk will present an experimental program in ultrafast spectroscopy of graphene, and discuss how unusual properties of graphene can be revealed through optical and THz-domain spectroscopy. I will discuss femtosecond mid-infrared spectroscopy as an approach to studying the dynamics of hot electrons, their interactions with acoustic phonons, and the materials properties of multilayer epitaxial graphene. I will then discuss our extensions of mid-infrared studies to coherent control of optically generated ballistic currents in graphene. In addition to demonstrating the generation of THz radiation via coherently controlled currents, we have shown that the polarization dependence can reveal the presence of coupling between layers. Furthermore, we have shown that a consequence of the “relativistic” band structure of graphene is that electron-electron scattering can relax a current (unlike the situation in normal parabolic-band semiconductors). Finally, I present a study of the response of graphene to single-cycle THz pulses, including searches for predicted nonlinear effects and the dynamics of photocarriers. The latter studies have revealed the effects of interlayer Coulomb coupling leading to interlayer thermalization; this may be thought of as a form of near-field radiative heat transfer.