Cavitating and bubbly flows involve a host of physical phenomena and processes ranging from nucleation, surface and interfacial effects, mass transfer via diffusion and phase change to macroscopic flow physics involving bubble dynamics, turbulent flow interactions and two-phase compressible effects. The complex physics that result from these phenomena and their interactions make for flows that are difficult to investigate and analyse. From an experimental perspective, evolving sensing technology and data processing provide opportunities for gaining new insight and understanding of these complex flows, and the continuous wavelet transform (CWT) is a powerful tool to aid in their elucidation. Five case studies are presented involving many of these phenomena in which the CWT was key to data analysis and interpretation. A diverse set of experiments are presented involving a range of physical and temporal scales and experimental techniques. Bubble turbulent break-up is investigated using hydroacoustics, bubble dynamics and high-speed imaging; microbubbles are sized using light scattering and ultrasonic sensing, and large-scale coherent shedding driven by various mechanisms are analysed using simultaneous high-speed imaging and physical measurement techniques. The experimental set-up, aspect of cavitation being addressed, how the wavelets were applied, their advantages over other techniques and key findings are presented for each case study.