Crystal melting is affected by many factors such as defects, surfaces, dimensionality, lattice structure, and particle interaction, and thus exhibits rich phenomenology. It is usually a first-order phase transition which currently lacks a fundamental theory. Despite numerous studies over the past century, melting remains poorly understood at the microscopic level. Micrometer-sized colloidal particles can be viewed as big atoms which can assemble into various phases. Their thermal motions can be directly imaged and tracked using optical microscopy. Hence, colloids are powerful model systems for studying phase transitions. Recent progress made in fabricating tunable micrometer-sized colloidal particles has enabled the direct visualization of crystal melting with single-particle dynamics. The observations have greatly expanded our understanding of melting kinetics. In this review, the experiments and simulations conducted on the superheating, melting, and premelting of colloidal crystals have been surveyed. The latest results on crystal melting obtained from colloidal model systems and challenges and future perspectives have been discussed.