Magnetic reconnection is a ubiquitous process in space, astrophysical, and laboratory plasmas. Observations of reconnection in the solar corona, such as those by the X-Ray Telescope on Hinode and the Atmospheric Imaging Assembly on the Solar Dynamics Observatory, allow us to study the large-scale consequences and dynamics of reconnection but provide only indirect information on the small-scale physics of energy release. In situ observations of reconnection in space plasmas provide detailed small-scale information, but at a very small number of points. Laboratory experiments allow both local and global dynamics to be studied with much more experimental control, but at relatively modest dimensionless parameters and separation of scales. In this talk, I will review recent progress using these different types of investigations, and discuss the need for taking these three complementary approaches to understand the fundamental physics of magnetic reconnection.