We present a muon spin rotation (μSR) study of the magnetic and superconducting properties of single crystals of electron-doped BaFe_2-xCo_xAs₂ with x = 0.08, 0.20 and 0.25 (T_c = 9, 25 and 20 K) and of polycrystalline hole-doped Pr_1-xSr_xFeAsO with x = 0 and 0.2 (T_c = 15 K). In the former series, we observe some interesting parallels with the electron-doped SmFeAsO_1-xF_x 1111-type system (Drew et al 2009 Nat. Mater. 8 310). In particular, we obtain evidence that strongly disordered static magnetism coexists with superconductivity on a microscopic scale in underdoped samples and even at optimum doping there is a slowing down (or enhancement) of dynamic magnetic correlations below T_c ≈ 25 K. In contrast, for the hole-doped Pr_1-xSr_xFeAsO samples we obtain evidence for a mesoscopic phase segregation into regions with nearly unperturbed antiferromagnetic (AF) order and others that are non-magnetic and most likely superconducting. The observed trend resembles the one that was previously reported for hole-doped Ba_1-xK_xFe₂As₂ (Aczel et al 2008 Phys. Rev. B 78 214503, Park et al 2009 Phys. Rev. Lett. 102 117006) and thus might be a common property of the hole-doped systems.