Proteins undergo conformational changes during their biological function. As such, a high-resolution structure of a protein's resting conformation provides a starting point for elucidating its reaction mechanism, but provides no direct information concerning the protein's conformational dynamics. Several X-ray methods have been developed to elucidate those conformational changes that occur during a protein's reaction, including time-resolved Laue diffraction and intermediate trapping studies on three-dimensional protein crystals, and time-resolved wide-angle X-ray scattering and X-ray absorption studies on proteins in the solution phase. This review emphasizes the scope and limitations of these complementary experimental approaches when seeking to understand protein conformational dynamics. These methods are illustrated using a limited set of examples including myoglobin and haemoglobin in complex with carbon monoxide, the simple light-driven proton pump bacteriorhodopsin, and the superoxide scavenger superoxide reductase. In conclusion, likely future developments of these methods at synchrotron X-ray sources and the potential impact of emerging X-ray free-electron laser facilities are speculated upon.