Multidimensional single molecule microscopy (MSMM) generates image time series of biomolecules in a cellular environment that have been tagged with fluorescent labels. Initial analysis steps of such images consist of image registration of multiple channels, feature detection and single particle tracking. Further analysis may involve the estimation of diffusion rates, the measurement of separations between molecules that are not optically resolved and more. The analysis is done under the condition of poor signal to noise ratios, high density of features and other adverse conditions. Pushing the boundary of what is measurable, we are facing among others the following challenges. Firstly the correct assessment of the uncertainties and the significance of the results, secondly the fast and reliable identification of those features and tracks that fulfil the assumptions of the models used. Simpler models require more rigid preconditions and therefore limiting the usable data, complexer models are theoretically and especially computationally challenging.