Microscopy is an essential tool for analysis of cellular structures and function. With the advent of new fluorescent probes and super-resolution light microscopy techniques, the study of dynamic processes in living cells has been greatly facilitated. Fluorescence light microscopy provides analytical, quantitative, and three-dimensional (3D) data with emphasis on analysis of live cells using fluorescent markers. Sample preparation is easy and relatively inexpensive, and the use of appropriate tags provides the ability to track specific proteins of interest. Of course, only electron microscopy (EM) achieves the highest definition in terms of ultrastructure and protein labeling. To fill the gap between light microscopy and EM, correlative light and electron microscopy (CLEM) strategies have been developed. In particular, hybrid techniques based upon immuno-EM provide sensitive protein detection combined with high-resolution information on cell structures and protein localization. By adding the third dimension to EM with electron tomography (ET) combined with rapid freezing, CLEM techniques now provide additional tools for quantitative 3D analysis. Here, we overview the major methods applied and highlight the latest advances in the field of CLEM. We then focus on two selected techniques that use cryosections as substrate for combined biomolecular imaging. Finally, we provide a perspective of future developments in the field.