Methods for imaging and tracking single molecules conjugated with fluorescent probes, called single-molecule tracking (SMT), are now providing researchers with the unprecedented ability to directly observe molecular behaviors and interactions in living cells. Current SMT methods are achieving almost the ultimate spatial precision and time resolution for tracking single molecules, determined by the currently available dyes. In cells, various molecular interactions and reactions occur as stochastic and probabilistic processes. SMT provides an ideal way to directly track these processes by observing individual molecules at work in living cells, leading to totally new views of the biochemical and molecular processes used by cells whether in signal transduction, gene regulation or formation and disintegration of macromolecular complexes. Here we review SMT methods, summarize the recent results obtained by SMT, including related superresolution microscopy data, and describe the special concerns when SMT applications are shifted from the in vitro paradigms to living cells.