Optical approaches for observing the dynamics of single molecules have required pico- to nanomolar concentrations of fluorophore in order to isolate individual molecules. However, many biologically relevant processes occur at micromolar ligand concentrations, necessitating a reduction in the conventional observation volume by three orders of magnitude. We show that arrays of zero-mode waveguides consisting of subwavelength holes in a metal film provide a simple and highly parallel means for studying single-molecule dynamics at micromolar concentrations with microsecond temporal resolution. We present observations of DNA polymerase activity as an example of the effectiveness of zero-mode waveguides for performing single-molecule experiments at high concentrations.