Caenorhabditis elegans is one of the most important genetic systems used in current biological research. Increasingly, these genetics-based research projects are including ultrastructural analyses in their attempts to understand the molecular basis for cell function. Here, we present and review state-of-the-art methods for both ultrastructural analysis and immunogold localization in C. elegans. For the initial cryofixation, high-pressure freezing is the method of choice, and in this article we describe two different strategies to prepare these nematode worms for rapid freezing. The first method takes advantage of transparent, porous cellulose capillary tubes to contain the worms, and the second packs the worms in E. coli and/or yeast paste prior to freezing. The latter method facilitates embedding of C. elegans in a thin layer of resin so individual worms can be staged, selected and precisely orientated for serial sectioning followed by immunolabelling or electron tomography.