The ambient vibration measurement is a kind of output data-only dynamic testing where the traffics and winds are used as agents responsible for natural or environmental excitation. Therefore an experimental modal analysis procedure for ambient vibration testing will need to base itself on output-only data. The modal analysis involving output-only measurements presents a challenge that requires the use of special modal identification technique, which can deal with very small magnitude of ambient vibration contaminated by noise. Two complementary modal analysis methods are implemented. They are rather simple peak picking (PP) method in frequency domain and more advanced stochastic subspace identification (SSI) method in time domain. This paper presents the application of ambient vibration testing and experimental modal analysis on large civil engineering structures. A 15 storey reinforced concrete shear core building and a concrete filled steel tubular arch bridge have been chosen as two case studies. The results have shown that both techniques can identify the frequencies effectively. The stochastic subspace identification technique can detect frequencies that may possibly be missed by the peak picking method and gives a more reasonable mode shapes in most cases.