Cyanobacteria are a diverse and ubiquitous group of prokaryotes with several unifying features. Amongst these is the macromolecular structure known as the phycobilisome, which is composed of water-soluble phycobiliproteins covalently bound by linker peptides or proteins in a configuration designed to optimize energy transfer to the photosynthetic reaction center of the organism. Phycobiliproteins are highly fluorescent by virtue of their covalently bound, linear tetrapyrrole chromophores known as bilins. Analysis of these prosthetic pigments, along with other non-water soluble pigments, such as the chlorophylls and carotenoids, can provide insight into microbial diversity. The effects of environmental growth conditions and stresses can also be probed by measuring pigment and protein concentrations. This review will focus, therefore, on applications of various chromatographic and electrophoretic methods for the analysis of cyanobacterial pigment and protein constituents. Although the greatest emphasis will be placed on the measurement of bilins and phycobiliproteins, this review will also consider other pigments and proteins important to cyanobacterial growth and survival, such as chlorophyll a, carotenoids, ectoenzymes, linker and membrane proteins, and extracellular proteins.