Recently several THz sampling detection systems have been used to characterize the temporal and spatial distribution of free-space broadband, pulsed electromagnetic radiation (THz beams). Free-space sampling systems use electro-optic or magneto-optic sensors and a femtosecond laser system, to provide diffraction-limited spatial resolution, picosecond temporal resolution, and DC-THz spectral bandwidth. In this paper, we review recent progress and preliminary applications of free-space electro-optic and magneto-optic sensors.