Highly efficient data-collection methods are required for successful macromolecular crystallography (MX) experiments at X-ray free-electron lasers (XFELs). XFEL beamtime is scarce, and the high peak brightness of each XFEL pulse destroys the exposed crystal volume. It is therefore necessary to combine diffraction images from a large number of crystals (hundreds to hundreds of thousands) to obtain a final data set, bringing about sample-refreshment challenges that have previously been unknown to the MX synchrotron community. In view of this experimental complexity, a number of sample delivery methods have emerged, each with specific requirements, drawbacks and advantages. To provide useful selection criteria for future experiments, this review summarizes the currently available sample delivery methods, emphasising the basic principles and the specific sample requirements. Two main approaches to sample delivery are first covered: (i) injector methods with liquid or viscous media and (ii) fixed-target methods using large crystals or using microcrystals inside multi-crystal holders or chips. Additionally, hybrid methods such as acoustic droplet ejection and crystal extraction are covered, which combine the advantages of both fixed-target and injector approaches.