Recent single-molecule studies have demonstrated that the composition of multi-protein complexes can strike a balance between stability and dynamics. Proteins can dynamically exchange in and out of the complex depending on their concentration in solution. These exchange dynamics are a key determinant of the molecular pathways available to multi-protein complexes. It is therefore important that we develop robust and reproducible assays to study protein exchange. Using DNA replication as an example, we describe three single-molecule fluorescence assays used to study protein exchange dynamics. In the chase exchange assay, fluorescently labeled proteins are challenged by unlabeled proteins, where exchange results in the disappearance of the fluorescence signal. In the FRAP exchange assay, fluorescently labeled proteins are photobleached before exchange is measured by an increase in fluorescence as non-bleached proteins exchange into the complex. Finally, in the two-color exchange assay, proteins are labeled with two different fluorophores and exchange is visualized by detecting changes in color. All three assays compliment in their ability to elucidate the dynamic behavior of proteins in large biological systems.