Recent progress in analytical terahertz (THz) spectroscopy is reviewed with illustrative examples showing that it is an effective method for detecting and identifying intermolecular interactions in chemical compounds, such as hydrogen bonds. The unique and characteristic properties of THz waves, their significance to both science and industry, and the bases of one of the successful fields of analytical THz spectroscopy, namely THz time-domain spectroscopy and THz imaging for chemical analysis, are described. Preliminary quantitative studies are presented to show the potential of THz spectroscopy for the detection and identification of intermolecular hydrogen bonds in unknown mixture samples. The selective detection of intramolecular hydrogen bonds and the detection of intramolecular interactions in ice are also introduced. Some brief remarks are provided on future developments, the main issues, and the prospects for analytical THz spectroscopy.