The terminal explosions of massive stars, called core-collapse supernovae, are responsible for chemical enrichment of the Universe, injection of energy into galaxies, and production of neutron star and black hole binaries seen in gravitational waves. Every year, dozens of these supernovae are discovered in nearby galaxies with deep pre-explosion imaging that can be used to detect or place strong limits on the physical nature of their massive star progenitor systems, providing a direct connection between stars and their cataclysmic explosions observed throughout the Universe. I will discuss the methods used to find and analyze these stars in deep, high-resolution imaging, primarily from the Hubble and Spitzer Space telescopes, and the unique insights they provide on stellar evolution and mass loss. In particular, many of these stars are extremely variable and obscured by dust and molecular absorption in their own winds. In the next few years, we will be able to use new imaging from JWST, the Vera C. Rubin observatory, and the Roman space telescope to better understand the latest stages of massive star evolution, dust production, and massive star binary interactions.