After decades of efforts, the research on resistance switching (RS) behavior in transition metal oxides has shifted to the stage of verifying the proposed models by direct experimental evidences. In this paper, RS behavior and oxygen content variation of La0.85Sr0.15TiO3/SrTiO3:Nb (LSTO/STON) were investigated by in situ transmission electron microscopy observation and in situ electron energy loss spectrum characterization under external electric field. The oxygen content fluctuation adjusted by applied bias has been investigated and the observed results imply the conductive channels should be formed by the oxygen vacancy at the Pt/LSTO interface. Moreover, in situ TEM characterization displays the advantage - to reveal the origin of various RS behaviors.