We report a method for tracking individual quantum dot (QD) labeled proteins inside of live cells that uses four overlapping confocal volume elements and active feedback once every 5 ms to follow three-dimensional molecular motion. This method has substantial advantages over three-dimensional molecular tracking methods based upon charge-coupled device cameras, including increased Z-tracking range (10 μm demonstrated here), substantially lower excitation powers (15 μW used here), and the ability to perform time-resolved spectroscopy (such as fluorescence lifetime measurements or fluorescence correlation spectroscopy) on the molecules being tracked. In particular, we show for the first time fluorescence photon antibunching of individual QD labeled proteins in live cells and demonstrate the ability to track individual dye-labeled nucleotides (Cy5-dUTP) at biologically relevant transport rates. To demonstrate the power of these methods for exploring the spatiotemporal dynamics of live cells, we follow individual QD-labeled IgE-FcεRI receptors both on and inside rat mast cells. Trajectories of receptors on the plasma membrane reveal three-dimensional, nanoscale features of the cell surface topology. During later stages of the signal transduction cascade, clusters of QD labeled IgE-FcεRI were captured in the act of ligand-mediated endocytosis and tracked during rapid (~950 nm/s) vesicular transit through the cell.