Li-ion batteries hold the commanding heights of energy storage today. In a quest to further boost energy density, interest exists in batteries that couple a Mg metal anode and an oxide cathode that can intercalate Mg²⁺ ions. Any technological hope hinges on developing robust experimental verification of intercalation in the oxide is indispensable because competing reactions that are not productive for storage often interfere. Such goal requires a combination of tools providing information at different scales, with synchrotron featuring prominently. In this talk, I will discuss the most up-to-date insight into the ability of oxides to reversibly intercalate Mg²⁺ in non-aqueous electrolytes, since the use of Mg metal requires rigorously anhydrous environments. We will not only discuss the evidence supporting intercalation of Mg²⁺, but also delineate emerging correlations with both the identity of the transition metal and the existence of defects in the oxide structure. Critical to the endeavor is the characterization of chemical and physical phenomena using a combination of tools providing information at different scales. The discussion will naturally lead us to reveal foundational bottlenecks and immediate questions that must be addressed to make Mg electrochemistry viable for energy storage.