In this paper we measure the step-wise latency in the pipeline of three kinds of interactive mobile video applications that are rapidly gaining popularity, namely Remote Graphics Rendering (RGR) of which we focus on mobile cloud gaming, Mobile Augmented Reality (MAR), and Mobile Virtual Reality (MVR). The applications differ from each other by the way in which the user interacts with the application, i.e., video I/O and user controls, but they all share in common the fact that their user experience is highly sensitive to end-to-end latency. Long latency between a user control event and display update renders the application unusable. Hence, understanding the nature and origins of latency of these applications is of paramount importance. We show through extensive measurements that control input and display buffering have a substantial effect on the overall delay. Our results shed light on the latency bottlenecks and the maturity of technology for seamless user experience with these applications.