Membrane nanodomains are dynamic liquid entities surrounded by another type of dynamic liquid. Diffusion can take place inside, around and in and out of the domains, and membrane components therefore continuously shift between domains and their surroundings. In the plasma membrane, there is the further complexity of links between membrane lipids and proteins both to the extracellular matrix and to intracellular proteins such as actin filaments. In addition, new membrane components are continuously delivered and old ones removed. On top of this, cells move. Taking all of this into account imposes great methodological challenges, and in the present chapter we discuss some methods that are currently used for membrane nanodomain studies, what information they can provide and their weaknesses.