The density and peculiar velocity field are the two major tools of astronomers to probe the large scale structure of the Universe. Recently, the observations of the galaxies in our local volume and cosmic microwave background radiation can give us new advances to probe the nature of dark matter and growth of structure. In this talk, I will address three major issues on this topics on different scales: (a) Testing the prediction of standard LCDM cosmology with the observed density and velocity fields on scales of 10—100 Mpc of our local volume,; (b) Weighting the mass of the Milky Way and Andromeda Galaxy and measuring the quadruple structure of the local group on scales of 1--3Mpc; (c) Observing the galaxy clusters through Sunyaev-Zeldvoich effect, and searching for the “missing baryons” on galaxy clusters scales (d>>100 Mpc). I will further discuss what are the implications of these current studies.