We present the design and fabrication of a microchip capable of performing mechanical (tensile, fracture, fatigue), electrical (conductivity and band gap) and thermal (conductivity and specific heat) characterization of materials and interfaces. The chip can study thin films and wires of any material that can be deposited on a substrate or study thin coupons if the specimen is in bulk form. The 3 mm x 3 mm size of the chip results in the unique capability of in-situ testing in analytical chambers such as the transmission electron microscope. The basic concept is to 'see' the micro-mechanisms while 'measuring' the deformation and transport properties of materials and interfaces. The advantage of such simultaneous acquisition of quantitative and qualitative data is the accurate and quick physics-based modeling of materials behavior. We present preliminary studies on multi-physics, or the coupling among mechanical thermal and electrical domains in materials will be presented. These results are particularly important when the specimen dimension becomes comparable to the mean free paths of electron and phonons.