There is a growing interest in characterizing the structure and dynamics of large biomolecular assemblies and their interactions within the cellular environment. A diverse array of experimental techniques allows us to study biomolecular systems on a variety of length and time scales. These techniques range from imaging with light, X-rays or electrons, to spectroscopic methods, cross-linking mass spectrometry and functional genomics approaches, and are complemented by AI-assisted protein structure prediction methods. A challenge is to integrate all of these data into a model of the system and its functional dynamics. This review focuses on Bayesian approaches to integrative structure modeling. We sketch the principles of Bayesian inference, highlight recent applications to integrative modeling and conclude with a discussion of current challenges and future perspectives.