Since the early 1990s, single-molecule detection in solution at room temperature has enabled direct observation of single biomolecules at work in real time and under physiological conditions, providing insights into complex biological systems that the traditional ensemble methods cannot offer. In particular, recent advances in single-molecule tracking techniques allow researchers to follow individual biomolecules in their native environments for a timescale of seconds to minutes, revealing not only the distinct pathways these biomolecules take for downstream signaling but also their roles in supporting life. In this review, we discuss various single-molecule tracking and imaging techniques developed to date, with an emphasis on advanced three-dimensional (3D) tracking systems that not only achieve ultrahigh spatiotemporal resolution but also provide sufficient working depths suitable for tracking single molecules in 3D tissue models. We then summarize the observables that can be extracted from the trajectory data. Methods to perform single-molecule clustering analysis and future directions are also discussed.