Ultrafast electron microscopy (UEM), also referred to as four-dimensional electron microscopy (4D-EM), has emerged as a transformative tool capable of recording atomic-scale dynamics with high spatiotemporal resolution. While the stroboscopic pump–probe mode has been extensively applied to reversible processes, many important phenomena are intrinsically irreversible and demand single-shot imaging. This review focuses on the principles and recent progress of single-shot 4D-EM for capturing non-repeatable events in space and time. We describe the two main single-shot modalities — single-frame and movie-mode (multi-frame) imaging — which rely on intense, ultrashort electron pulses to capture a transient following a single pump excitation. Representative applications are systematically surveyed, including laser-induced melting and rapid solidification, phase transitions, nanoparticle jumping and coalescence, redox and eutectic reaction dynamics, and liquid-phase behaviors. Key challenges, including the conflict between electron number and pulse duration imposed by space-charge effects, beam coherence, and detector limitations, are discussed, where correspondingly future perspectives and strategies are offered. The progress establishes single-shot 4D-EM as an indispensable platform for unraveling irreversible and stochastic processes across materials science, chemistry, physics, and biology.