The plant cell wall is a dynamic network of several biopolymers and structural proteins including cellulose, pectin, hemicellulose and lignin. Cellulose is one of the main load bearing components of this complex, heterogeneous structure, and in this way, is an important regulator of cell wall growth and mechanics. Glucan chains of cellulose aggregate via hydrogen bonds and van der Waals forces to form long thread-like crystalline structures called cellulose microfibrils. The shape, size, and crystallinity of these microfibrils are important structural parameters that influence mechanical properties of the cell wall and these parameters are likely important determinants of cell wall digestibility for biofuel conversion. Cellulose–cellulose and cellulose-matrix interactions also contribute to the regulation of the mechanics and growth of the cell wall. As a consequence, much emphasis has been placed on extracting valuable structural details about cell wall components from several techniques, either individually or in combination, including diffraction/scattering, microscopy, and spectroscopy. In this review, we describe efforts to characterize the organization of cellulose in plant cell walls. X-ray scattering reveals the size and orientation of microfibrils; diffraction reveals unit lattice parameters and crystallinity. The presence of different cell wall components, their physical and chemical states, and their alignment and orientation have been identified by Infrared, Raman, Nuclear Magnetic Resonance, and Sum Frequency Generation spectroscopy. Direct visualization of cell wall components, their network-like structure, and interactions between different components has also been made possible through a host of microscopic imaging techniques including scanning electron microscopy, transmission electron microscopy, and atomic force microscopy. This review highlights advantages and limitations of different analytical techniques for characterizing cellulose structure and its interaction with other wall polymers. We also delineate emerging opportunities for future developments of structural characterization tools and multi-modal analyses of cellulose and plant cell walls. Ultimately, elucidation of the structure of plant cell walls across multiple length scales will be imperative for establishing structure-property relationships to link cell wall structure to control of growth and mechanics.