One of the ultimate aims of imaging in biology is to achieve molecular localisation in the context of the structure of cells in their native state. Here, we review the current state of the art in cryo-soft X-ray tomography (cryo-SXT), which is the only imaging modality that can provide nanoscale 3D information from cryo-preserved, unstained, whole cells thicker than 1 μm. Correlative cryo-fluorescence and cryo-SXT adds functional information to structure, enabling studies of cellular events that cannot be captured using light, electron or X-ray microscopes alone.