Recent advancements in single-cell technologies have enabled expression quantitative trait locus (eQTL) analysis across many individuals at single-cell resolution. Compared with bulk RNA sequencing, which averages gene expression across cell types and cell states, single-cell assays capture the transcriptional states of individual cells, including fine-grained, transient, and difficult-to-isolate populations at unprecedented scale and resolution. Single-cell eQTL (sc-eQTL) mapping can identify context-dependent eQTLs that vary with cell states, including some that colocalize with disease variants identified in genome-wide association studies. By uncovering the precise contexts in which these eQTLs act, single-cell approaches can unveil previously hidden regulatory effects and pinpoint important cell states underlying molecular mechanisms of disease. Here, we present an overview of recently deployed experimental designs in sc-eQTL studies. In the process, we consider the influence of study design choices such as cohort, cell states, and ex vivo perturbations. We then discuss current methodologies, modeling approaches, and technical challenges as well as future opportunities and applications. Expected final online publication date for the Annual Review of Genomics and Human Genetics, Volume 24 is August 2023. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.