The drying dynamics of protein coatings is of importance for many applications. The main focus of research so far was to investigate macroscopic properties of protein coatings, leaving drying dynamics virtually unexplored. A unique combination of techniques is used to monitor drying of a coating containing the protein beta-lactoglobulin. The techniques used cover both macroscopic and microscopic aspects of the drying process. For all water fractions amenable to diffusing wave spectroscopy analysis (x(w) > 0.2 w/w), the tracer particles diffuse in the coating as in a Newtonian viscous medium. Magnetic resonance imaging shows both protein and water are distributed homogeneously over the coating during drying, up to water fractions above 0.2 w/w. When drying continues to lower water fractions, sudden transitions in drying behavior are observed by both dynamic vapor sorption and IR spectroscopy, which we suggest are due to changes in molecular interactions caused by dehydration of the protein backbone.