Rapid thermal processing of materials, particularly processing techniques with high quench rates, have been demonstrated to form and stabilize ambient quenched non-equilibrium metastable phases. These phases often have distinct structures and properties, dramatically expanding the materials space available for applications. One such technique is Laser Spike Annealing (LSA), where a scanned laser over a thin-film material enables heating and quench rates of up to $10^7$ K/s. The development of a high-throughput variant, lateral gradient LSA, has recently been exploited to create time, temperature and composition maps of phase formation in a broad range of systems. Successful integration of this technique with active learning algorithms has further allowed autonomous searching, driving a new era of combinatorial high throughput materials discovery. While the autonomous searches can identify the ultimate structures formed, the evolution of the structure during LSA is difficult to study directly. Post-processing analysis of terminal structures can only infer transient changes that may be essential to understanding the kinetic behavior. In this work, we present a novel technique through which sub-millisecond materials transformations can be followed \emph{in situ} during LSA, using the unique geometry of LSA to transform the time axis to a spatial dimension. Optical microscopy and X-ray diffraction are used to follow the sequences of metastable phase formation \emph{in situ} for eleven oxide films as a function of both time and temperature, with time resolution down to 100~\textmu s. \ce{Bi2O3}, with a high oxygen ion conductivity in the $\delta$-phase, is a polymorphic system of particular interest. Using in situ methods, we show that at high temperatures the $\delta$-phase forms prior to melt and that at low temperatures the sputter-deposited amorphous precursor continually transforms to a two-phase region of $\delta + \beta$ due to the structural similarities between these phases and the low free energy cost of formation. In the \ce{Ga2o3} system, a widely studied ultra-wide bandgap semiconductor, we find that the defective-spinel $\gamma$-phase is the always first nucleating structure from as-deposited amorphous films, with a continuous solid-solid transformation to $\beta$ occurring with increased temperatures. These results provide critical insight into the mechanisms determining the initial nucleating phase at high quench rates in oxide thin films. The ability to track and study the evolution of materials \emph{in situ} provides a dramatic increase in the kinetic information accessible to researchers, which can be coupled with combinatorial and autonomous searches to more rapidly explore and understand metastable structures and their resultant properties.