Rare earth ion doped solid state materials are the most important active media of near-infrared and visible lasers and other photonic devices. In these ions, the occurrence of Excited State Absorptions (ESA), from long lived electronic levels, is commonplace. Since ESA can deeply affect the efficiencies of the rare earth emissions, evaluation of these transitions cross sections is of greatest importance in predicting the potential applications of a given material. In this paper a detailed description of the pump-probe technique for ESA measurements is presented, with a review of several examples of applications in Nd3+, Tm3+ and Er3+ doped materials.