Clathrin-mediated endocytosis is one of the major entry routes into a eukaryotic cell. It is driven by protein components that aid the selection of cargo and provide the mechanical force needed to both deform the plasma membrane and detach a vesicle. Clathrin-coated vesicles were first observed by electron microscopy in the early 1960s. In subsequent years, many of the characteristic intermediates generated during vesicle formation have been trapped and observed. A variety of electron microscopy techniques, from the analysis of sections through cells to the study of endocytic intermediates formed in vitro, have led to the proposition of a sequence of events and of roles for different proteins during vesicle formation. In this article, these techniques and the insights gained are reviewed, and their role in providing snap-shots of the stages of endocytosis in atomic detail is discussed.