Event-by-event fluctuations of conserved charges in relativistic heavy ion collisions are useful observables to investigate primordial thermodynamics of the hot medium generated by the collisions. In particular, they are promising observables to investigate the global structure of QCD phase diagram in experiments, and have been actively measured in the beam-energy scan program at RHIC. In this talk, I will give a review on the present status of the experimental measurement of the fluctuations observables. I will also explian why the fluctuations are interesting and important observables. Some new methods to use these observables more efficiently will also be discussed.