Single-molecule super-resolution fluorescence microscopy and single-particle tracking are two imaging modalities that illuminate the properties of cells and materials on spatial scales down to tens of nanometers, or with dynamical information about nanoscale particle motion in the millisecond range, respectively. These methods generally use wide-field microscopes and two-dimensional camera detectors to localize molecules to much higher precision than the diffraction limit. Given the limited total photons available from each single-molecule label, both modalities require careful mathematical analysis and image processing. Much more information can be obtained about the system under study by extending to three-dimensional (3D) single-molecule localization: without this capability, visualization of structures or motions extending in the axial direction can easily be missed or confused, compromising scientific understanding. A variety of methods for obtaining both 3D super-resolution images and 3D tracking information have been devised, each with their own strengths and weaknesses. These include imaging of multiple focal planes, point-spread-function engineering, and interferometric detection. These methods may be compared based on their ability to provide accurate and precise position information of single-molecule emitters with limited photons. To successfully apply and further develop these methods, it is essential to consider many practical concerns, including the effects of optical aberrations, field-dependence in the imaging system, fluorophore labeling density, and registration between different color channels. Selected examples of 3D super-resolution imaging and tracking are described for illustration from a variety of biological contexts and with a variety of methods, demonstrating the power of 3D localization for understanding complex systems.