One of the most exciting opportunities offered by the new VLT beam combiner GRAVITY is to directly resolve the immediate regions around the super-massive black holes (SMBHs) in the centres of active galaxies (AGN), i.e. the Broad Line Region (BLR) and the hot dust (“torus”) structures. We are exploiting this capability to study the inner workings of AGN in the K-band on unprecedented micro-arcsecond (sub-pc) spatial scales. This has led to the first interferometric detection of a BLR (finding ordered rotation and measuring the black hole mass in the quasar 3C273), as well as to the first 0.2 parsec resolution K-band image of the dust sublimation region in the nucleus of the Seyfert 2 galaxy NGC1068 (finding a ring-like structure which is inconsistent with the expected signatures of a geometrically and optically thick torus). After a short introduction to the GRAVITY instrument and the principles of interferometry with GRAVITY, I will summarize these and other recent results, discuss their scientific (and historical) context, and give an outlook how such observations might contribute to the study of the structures and physical processes around SMBHs or to the study of how SMBHs build up their mass across cosmic time.