We report the results of a combined experimental and theoretical investigation of the reaction of molecular oxygen with a partially hydroxylated TiO2 (110) surface. The consecutive steps of both primary and secondary site-specific reactions have been tracked with high-resolution scanning tunneling microscopy (STM). We have directly imaged stable, adsorbed hydroperoxyl (HO2) species, which is believed to be a key intermediate in many heterogeneous photochemical processes but generally metastable and "elusive" until now. We also found terminal hydroxyl groups, which are another critical but never previously directly observed intermediates. Conclusive evidence that O-2 reacts spontaneously with a single bridging OH group as an initial reaction step is provided. The experimental results are supported by density functional theory (DFT) calculations that have determined the energies and configurations of these species. Reported observations provide a base for a consistent description of the elementary reaction steps and offer molecular-level insight into the underlying reaction mechanisms. The results are also expected to have important implications for various catalytic systems involving the interconversion of O-2 and H2O.