Single-molecule biophysics has transformed our understanding of biology, but also of the physics of life. More exotic than simple soft matter, biomatter lives far from thermal equilibrium, covering multiple lengths from the nanoscale of single molecules to up to several orders of magnitude higher in cells, tissues and organisms. Biomolecules are often characterized by underlying instability: multiple metastable free energy states exist, separated by levels of just a few multiples of the thermal energy scale k T, where k is the Boltzmann constant and T absolute temperature, implying complex inter-conversion kinetics in the relatively hot, wet environment of active biological matter. A key benefit of single-molecule biophysics techniques is their ability to probe heterogeneity of free energy states across a molecular population, too challenging in general for conventional ensemble average approaches. Parallel developments in experimental and computational techniques have catalysed the birth of multiplexed, correlative techniques to tackle previously intractable biological questions. Experimentally, progress has been driven by improvements in sensitivity and speed of detectors, and the stability and efficiency of light sources, probes and microfluidics. We discuss the motivation and requirements for these recent experiments, including the underpinning mathematics. These methods are broadly divided into tools which detect molecules and those which manipulate them. For the former we discuss the progress of super-resolution microscopy, transformative for addressing many longstanding questions in the life sciences, and for the latter we include progress in 'force spectroscopy' techniques that mechanically perturb molecules. We also consider in silico progress of single-molecule computational physics, and how simulation and experimentation may be drawn together to give a more complete understanding. Increasingly, combinatorial techniques are now used, including correlative atomic force microscopy and fluorescence imaging, to probe questions closer to native physiological behaviour. We identify the trade-offs, limitations and applications of these techniques, and discuss exciting new directions.