The investigation of protein structural dynamics on short time scales (100 fs to 100 ps) using ultrafast two dimensional (2D-IR) vibrational echo spectroscopy is presented. Under thermal equilibrium conditions, a protein's structure is constantly fluctuating among conformations associated with different positions on the broad rough minimum on the free energy landscape. Although different conformational substates may be apparent in a vibrational absorption spectrum, linear IR absorption spectra cannot provide information on structural dynamics because dynamical information is masked by inhomogeneous broadening of the lineshapes. 2D-IR vibrational echo spectroscopy makes structural fluctuations a direct experimental observable. Changes in structure manifest themselves through the time evolution of the 2D-IR line shape (spectral diffusion). Here details of the experimental method including the pulse sequence, heterodyne detection to provide full phase information, and the extraction of the molecular dynamics from 2D-IR spectra are outlined. The method and the nature of the information that can be obtained are illustrated with four examples: the influence of mutations on myoglobin dynamics, differences between the dynamics of neuroglobin and myoglobin, the effect of the disulfide bond in neuroglobin on its structural dynamics, and how substrate binding to the enzyme horseradish peroxidase influences its structural fluctuations.