The experimental observation of quantum jumps is an example of single open quantum systems that, when monitored, evolve in terms of stochastic trajectories conditioned on measurements results. Here we present a proposal that allows the experimental observation of a much larger class of quantum trajectories in cavity QED systems. In the microwave regime, three-level atoms probe the cavity field while in the optical case the field probes atomic states. In the first situation the cavity field evolves stochastically between highly non-classical states while the second case allows for the monitoring of engineered thermal baths that are crucial for recent proposals for probing entanglement decay and also for entanglement protection.