It has become clear that the standard cartoon, in which macromolecular particles prepared for electron cryo-microscopy are shown to be surrounded completely by vitreous ice, often is not accurate. In particular, the standard picture does not include the fact that diffusion to the air-water interface, followed by adsorption and possibly denaturation, can occur on the time scale that normally is required to make thin specimens. The extensive literature on interaction of proteins with the air-water interface suggests that many proteins can bind to the interface, either directly or indirectly via a sacrificial layer of already-denatured protein. In the process, the particles of interest can, in some cases, become preferentially oriented, and in other cases they can be damaged and/or aggregated at the surface. Thus, although a number of methods and recipes have evolved for dealing with protein complexes that prove to be difficult, making good cryo-grids can still be a major challenge for each new type of specimen. Recognition that the air-water interface is a very dangerous place to be has inspired work on some novel approaches for preparing cryo-grids. At the moment, two of the most promising ones appear to be: (1) thin and vitrify the specimen much faster than is done currently or (2) immobilize the particles onto a structure-friendly support film so that they cannot diffuse to the air-water interface.