Self-organization is an important property of room-temperature ionic liquids (ILs). In particular, it gives rise to various heterogeneities occurring on the nanometer scale. However, the detection and characterization of such heterogeneities is often challenging, and the development of new experimental approaches for such studies is highly demanded. In this work we review recent progress in applications of electron paramagnetic resonance (EPR) to study heterogeneities in ILs over a broad temperature range. Since ILs are naturally diamagnetic, various spin probes and corresponding techniques have been used. We demonstrate that complex application of continuous wave, pulse and time-resolved EPR allows one to obtain unique information on formation and properties of heterogeneities in ILs, fruitfully complementing the data of other methods.