Insights from single-molecule tracking in mammalian cells have the potential to greatly contribute to our understanding of the dynamic behavior of many protein families and networks which are key therapeutic targets of the pharmaceutical industry. This is particularly so at the plasma membrane, where the method has begun to elucidate the mechanisms governing the molecular interactions that underpin many fundamental processes within the cell, including signal transduction, receptor recognition, cell-cell adhesion, etc. However, despite much progress, single-molecule tracking faces challenges in mammalian samples that hinder its general application in the biomedical sciences. Much work has recently focused on improving the methods for fluorescent tagging of target molecules, detection and localization of tagged molecules, which appear as diffraction-limited spots in charge-coupled device (CCD) images, and objectively establishing the correspondence between moving particles in a sequence of image frames to follow their diffusive behavior. In this review we outline the state-of-the-art in the field and discuss the advantages and limitations of the methods available in the context of specific applications, aiming at helping researchers unfamiliar with single molecules methods to plan out their experiments.