When polychromatic X-rays are shined onto crystalline material, they generate a Laue diffraction pattern. At third generation synchrotron radiation sources, a single X-ray pulse of approximately 100 ps duration is enough to produce interpretable Laue data from biomolecular crystals. Thus, by initiating biological turnover in a crystalline protein, structural changes along the reaction pathway may be filmed by ultra-fast Laue diffraction. Using laser-light as a trigger, transient species in photosensitive macromolecules can be captured at near atomic resolution with sub-nanosecond time-resolution. Such pump-probe Laue experiments have now reached an outstanding level of sophistication and have found a domain of excellence in the investigation of light-sensitive proteins undergoing cyclic photo-reactions and producing stiff crystals. The main theoretical concepts of Laue diffraction and the challenges associated with time-resolved experiments on biological crystals are recalled. The recent advances in the design of experiments are presented in terms of instrumental choices, data collection strategy and data processing, and some of the inherent difficulties of the method are highlighted. The discussion is based on the example of myoglobin, a protein that has traversed the whole history of pump-probe Laue diffraction, and for which a massive amount of data have provided considerable insight into the understanding of protein dynamics.