Spontaneous collapse models have been proposed as a possible realist solution of the quantum measurement problem. They assume that the standard unitary evolution is valid only in the microscopic limit, with stochastic corrections leading to a dynamical reduction of the wave function at macroscopic level. A remarkable feature of collapse models is that, unlike interpretations of quantum mechanics, they predict departures from standard theory that can be experimentally tested. A common prediction is a violation of energy conservation, which manifests as an universal force noise acting on mechanical systems. Here, we will discuss recent bounds on collapse models set by mechanical experiments, focusing on ultracold cantilevers and gravitational wave detectors. First notable results are a partial exclusion of the CSL parameters proposed by Adler and a full exclusion of an early model based on quantum gravity arguments.