The Helmholtz free energy, F and the entropy, S are related thermodynamic quantities with a special importance in structural biology. We describe the difficulties in calculating these quantities and review recent methodological developments. Because protein flexibility is essential for function and ligand binding, we discuss the related problems involved in the definition, simulation, and free energy calculation of microstates (such as the alpha-helical region of a peptide). While the review is broad, a special emphasize is given to methods for calculating the absolute F (S), where our HSMC(D) method is described in some detail.