Protein lateral mobility in cell membranes is generally measured using fluorescence photobleaching recovery (FPR). Since the development of this technique, the data have been interpreted by assuming free Brownian diffusion of cell surface receptors in two dimensions, an interpretation that requires that a subset of the diffusing species remains immobile. The origin of this so-called immobile fraction remains a mystery. In FPR, the motions of thousands of particles are inherently averaged, inevitably masking the details of individual motions. Recently, tracking of individual cell surface receptors has identified several distinct types of motion (Gross and Webb, 1988; Ghosh and Webb, 1988, 1990, 1994; Kusumi et al. 1993; Qian et al. 1991; Slattery, 1995), thereby calling into question the classical interpretation of FPR data as free Brownian motion of a limited mobile fraction. We have measured the motion of fluorescently labeled immunoglobulin E complexed to high affinity receptors (Fc epsilon RI) on rat basophilic leukemia cells using both single particle tracking and FPR. As in previous studies, our tracking results show that individual receptors may diffuse freely, or may exhibit restricted, time-dependent (anomalous) diffusion. Accordingly, we have analyzed FPR data by a new model to take this varied motion into account, and we show that the immobile fraction may be due to particles moving with the anomalous subdiffusion associated with restricted lateral mobility. Anomalous subdiffusion denotes random molecular motion in which the mean square displacements grow as a power law in time with a fractional positive exponent less than one. These findings call for a new model of cell membrane structure.