Transmission electron and soft x-ray microscopy have contributed significantly to our understanding of phenomena in fields ranging from biology to materials science by providing highly complementary information from the atomic level to the nano- and micrometre scale, including from structural, electronic, magnetic, and chemical perspectives. However, correlative transmission electron and soft x-ray microscopy investigations on the very same samples that take full advantage of their complementary imaging and spectroscopic capabilities are surprisingly rare. In this review, we focus on the most recent developments in combining the various types of transmission electron and soft x-ray microscopy techniques including progress in sample environment, in situ and operando techniques. Based on recent research examples ranging from nanocatalysis to functional materials and 2D materials, we highlight the unique opportunities promised by fully correlative transmission electron and soft x-ray microscopy approaches.