An experimental methodology is proposed in this paper for mechanism verification of physics-based prognosis of mechanical damage, such as fatigue. The proposed experimental methodology includes multi-resolution in-situ mechanical testing, advanced imaging analysis, and mechanism analysis based on digital measurements. A case study is presented for fatigue crack growth mechanism investigation. In-situ fatigue testing at lower resolutions, i.e., optical microscopy, and digital image correlation is used to analyze the plastic deformation behavior and strain distribution near crack tips. In-situ fatigue testing under higher resolutions, i.e., scanning electron microscopy, and automatic image tracking is used to obtain detailed crack tip deformation and crack growth kinetics at the nanometer scales. Following this, the proposed experimental methodology is applied to two different metallic materials, aluminum alloys and steels. Very different experimental observations are observed and the underlying mechanisms are discussed in detail. The impact on the prognosis algorithm development is also discussed. Finally, the potential application of the proposed experimental methodology to other materials systems and to other types of mechanical damage is discussed.