Primary liver cancer, or hepatocellular carcinoma (HCC), is a major worldwide cause of death from carcinoma. Most patients are not candidates for surgery and medical therapies, including new immunotherapies, have not shown major improvements since the modest benefit seen with the introduction of sorafenib over a decade ago. Locoregional therapies for intermediate stage disease are not curative but provide some benefit. However, upon close scrutiny, there is still residual disease in most cases. We review the current status for treatment of intermediate stage disease, summarize the literature on correlative histopathology, and discuss emerging methods at micro-, nano-, and pico-scales to improve therapy. These include transarterial hyperthermia methods and thermoembolization, along with microfluidics model systems and new applications of mass spectrometry imaging for label-free analysis of pharmacokinetics and pharmacodynamics.