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Photocatalytic hydrogen production and pollutant degradation provided both great opportunities and challenges in the field of sustainable energy and environmental science. Over the past few decades, we have witnessed fast growing interest and efforts in developing new photocatalysts, improving catalytic efficiency and exploring the reaction mechanism at the atomic and molecular levels. Owing to its relatively high efficiency, nontoxicity, low cost and high stability, TiO2 becomes one of the most extensively investigated metal oxides in semiconductor photocatalysis. Fundamental studies on well characterized single crystals using ultrahigh vacuum based surface science techniques could provide key microscopic insight into the underlying mechanism of photocatalysis. In this review, we have summarized recent progress in the photocatalytic chemistry of hydrogen, water, oxygen, carbon monoxide, alcohols, aldehydes, ketones and carboxylic acids on TiO2 surfaces. We focused this review mainly on the rutile TiO2(110) surface, but some results on the rutile TiO2(011), anatase TiO2(101) and (001) surfaces are also discussed. These studies provided fundamental insights into surface photocatalysis as well as stimulated new investigations in this exciting field. At the end of this review, we have discussed how these studies can help us to develop new photocatalysis models.