Cryo-transmission electron microscopy (cryo-TEM) is a powerful method for uncovering the structure of soft nanostructured materials. The method is based on ultra-fast cooling and conversion of a liquid sample to a vitrified (glassy) specimen that can be examined in the TEM. Direct-imaging cryo-TEM discloses both the global supramolecular structure and local aggregate-specific details, at the hydrated state, and at a nanometer resolution. This placed the method as a central characterization tool in colloid, material, bio- and nano-related technologies in academia and industry. The advancement of cryo-TEM to new fields of research has been motivated also by significant improvements in instrumentation and software. In this review, we summarize the primary principles of cryo-TEM and highlight the recent contribution of this method to understanding soft-matter self-assembly. Detailed example address the origin of the viscosity peak in micellar solutions, and the nature of exotic assemblies as branched micelles, and micellar discs and ribbons. We further emphasize the strategic application of direct-imaging cryo-TEM to study fundamental biological processes and structure-function relations using the example of membrane-remodeling proteins involved in fission and fusion.