Photosynthetic light-harvesting complexes (LHCs) play a crucial role in concentrating the photon energy from the sun that otherwise excites a typical pigment molecule, such as chlorophyll-a, only several times a second. Densely packed pigments in the complexes ensure efficient energy transfer to the reaction center. At the same time, LHCs have the ability to switch to an energy-quenching state and thus play a photoprotective role under excessive light conditions. Photoprotection is especially important for oxygenic photosynthetic organisms because toxic reactive oxygen species can be generated through photochemistry under aerobic conditions. Because of the extreme complexity of the systems in which various types of pigment molecules strongly interact with each other and with the surrounding protein matrixes, there has been long-standing difficulty in understanding the molecular mechanisms underlying the flexible switching between the light-harvesting and quenching states. Single-molecule spectroscopy studies are suitable to reveal the conformational dynamics of LHCs reflected in the fluorescence properties that are obscured in ordinary ensemble measurements. Recent advanced single-molecule spectroscopy studies have revealed the dynamical fluctuations of LHCs in their fluorescence peak position, intensity, and lifetime. The observed dynamics seem relevant to the conformational plasticity required for the flexible activations of photoprotective energy quenching. In this review, we survey recent advances in the single-molecule spectroscopy study of the light-harvesting systems of oxygenic photosynthesis.