The recent development of mass spectrometry, i.e., high sensitivity, automation of protein identification and some post-translational modifications (PTMs) significantly increased the number of large-scale proteomics projects. However, there are still considerable limitations as none of the currently available proteomics techniques allows the analysis of an entire proteome in a single step procedure. On the other hand, there are several successful studies analyzing well defined groups of proteins, e.g., proteins of purified organelles, membrane microdomains or isolated proteins with certain PTMs. Coupling of advanced separation methodologies (different prefractionation strategies, such as subcellular fractionation, affinity purification, fractionation of proteins and peptides according to their physicochemical properties) to highly sensitive mass spectrometers provides powerful means to detect and analyze dynamic changes of low abundant regulatory proteins in eukaryotic cells on the subcellular level. This review summarizes and discusses recent strategies in proteomics approaches where different fractionation strategies were successfully applied.