As developers of libraries implementing interval arithmetic, we faced the same difficulties when it came to testing our libraries. What must be tested? How can we devise relevant test cases for unit testing? How can we ensure a high (and possibly 100%) test coverage? In this paper we list the different aspects that, in our opinion, must be tested, giving indications on the choice of test cases. Then we examine how several interval arithmetic libraries actually perform tests. Next, we introduce two frameworks developed specifically to gather test cases and to incorporate easily new libraries in order to test them, namely JInterval and ITF1788. Not every important aspects of our libraries fit in these frameworks and we list extra tests that we deem important, but not easy, to perform.