Differentiation and maturation of megakaryocytes occur in close association with cellular and extracellular components in the bone marrow. Thus, direct examination of these processes in the native environment provides important information regarding the development of megakaryocytes. In this chapter, we present methods applied to mouse bone marrow to (1) examine the ultrastructure of megakaryocytes and their state of maturation in situ in fixed bone marrow sections and (2) study the dynamics of proplatelet formation by real-time observation of fresh bone marrow explants where megakaryocytes have matured in their natural physiological context. Combining these two approaches allows detailed investigation of in situ megakaryocyte differentiation, including proplatelet formation, which is the final maturation step before platelet release.