Despite our extensive understanding of water-soluble protein folding kinetics, much less is known about the folding dynamics and mechanisms of membrane proteins. However, recent studies have shown that for relatively simple systems, such as peptides that form a transmembrane α-helix, helical dimer, or helix-turn-helix, it is possible to assess the kinetics of several important steps, including peptide binding to the membrane from aqueous solution, peptide folding on the membrane surface, helix insertion into the membrane, and helix-helix association inside the membrane. Herein, we provide a brief review of these studies and also suggest new initiation and probing methods that could lead to improved temporal and structural resolution in future experiments.