Massive stars have a profound astrophysical influence throughout their tumultuous lives and deaths. Stellar feedback - the injection of energy and momentum by stars to the interstellar medium (ISM) - occurs through a variety of mechanisms: radiation, photoionization heating, winds, jets/outflows, supernovae, and cosmic-ray acceleration. Despite its importance, stellar feedback is cited as one of the biggest uncertainties in astrophysics today, stemming from a dearth of observational constraints and the challenges of considering many feedback modes simultaneously. In this talk, I will discuss how a systematic approach to multiwavelength observations can be used to overcome these issues. I will summarize results from application of these methods to massive-star regions in the Milky Way and nearby galaxies, where feedback processes are best resolved. Finally, I will highlight exciting prospects of using current and upcoming facilities to explore feedback in diverse conditions.