The application of advanced signal processing techniques to power system measurement data for the estimation of dynamic properties has been a research subject for over two decades. Several techniques have been applied to transient (or ringdown) data, ambient data, and to probing data. Some of these methodologies have been included in off-line analysis software, and are now being incorporated into software tools used in control rooms for monitoring the near real-time behavior of power system dynamics. In this paper we illustrate the practical application of some ambient analysis methods for electromechanicalmode estimation in different power systems. We apply these techniques to phasor measurement unit (PMU) data from stored archives of several hours originating from the US Eastern Interconnection (EI), the Western Electricity Coordinating Council (WECC), the Nordic Power System, and time-synchronized Frequency Disturbance Recorder (FDR) data from Nigeria. It is shown that available signal processing tools are readily applicable for analysis of different power systems, regardless of their specific dynamic characteristics. The discussions and results in this paper are of value to power system operators and planners as they provide information of the applicability of these techniques via readily available signal processing tools, and in addition, it is shown how to critically analyze the results obtained with these methods.