The capability of lipid bilayers to exhibit fluid-phase behavior is a fascinating property, which enables, for example, membrane-associated components, such as lipids (domains) and transmembrane proteins, to diffuse within the membrane. These diffusion processes are of paramount importance for cells, as they are for example involved in cell signaling processes or the recycling of membrane components, but also for recently developed analytical approaches, which use differences in the mobility for certain analytical purposes, such as in-membrane purification of membrane proteins or the analysis of multivalent interactions. Here, models describing the Brownian motion of membrane inclusions (lipids, peptides, proteins, and complexes thereof) in model bilayers (giant unilamellar vesicles, black lipid membranes, supported lipid bilayers) are summarized and model predictions are compared with the available experimental data, thereby allowing for evaluating the validity of the introduced models. It will be shown that models describing the diffusion in freestanding (Saffman-Delbrück and Hughes-Pailthorpe-White model) and supported bilayers (the Evans-Sackmann model) are well supported by experiments, though only few experimental studies have been published so far for the latter case, calling for additional tests to reach the same level of experimental confirmation that is currently available for the case of freestanding bilayers.