In eukaryotes, numerous complex sub-cellular structures exist. The majority of these are delineated by membranes. Many proteins are trafficked to these in order to be able to carry out their correct physiological function. Assigning the sub-cellular location of a protein is of paramount importance to biologists in the elucidation of its role and in the refinement of knowledge of cellular processes by tracing certain activities to specific organelles. Membrane proteins are a key set of proteins as these form part of the boundary of the organelles and represent many important functions such as transporters, receptors, and trafficking. They are, however, some of the most challenging proteins to work with due to poor solubility, a wide concentration range within the cell and inaccessibility to many of the tools employed in proteomics studies. This review focuses on membrane proteins with particular emphasis on sub-cellular localization in terms of methodologies that can be used to determine the accurate location of membrane proteins to organelles. We also discuss what is known about the membrane protein cohorts of major organelles.