Recent muon spin relaxation and rotation experiments in heavy-fermion compounds aimed at investigating the microscopic co-existence as well as the interplay between magnetism and superconductivity are briefly presented. Relevant properties of the two systems UPd2Al3 and CeCu2Si2 are discussed and utilized to point out the lack of a universal picture for the heavy-fermion superconductors. The search for weak magnetism phenomena in the heavy-fermion compounds is illustrated with new examples and its possible origins are briefly surveyed.