We investigate the conformation of long polyelectrolyte chains attached to colloidal latex particles by cryogenic transmission electron microscopy (cryo-TEM). The dense grafting of the polyelectrolyte chains ("polyelectrolyte brush") leads to a confinement of the counterions and a concomitantly high osmotic pressure within the polyelectrolyte layer attached to the core particles. Cryo-TEM has provided first model-independent direct proof for the strong stretching of the polyelectrolyte chains by direct visualization. If salt is added, cryo-TEM clearly shows how chains collapse because of the strong screening of the electrostatic interaction. Moreover, the analysis of interacting particles by cryo-TEM shows that the polyelectrolyte chains retract at close contact. Hence, we demonstrate how cryo-TEM can be used to analyze directly the spatial structure of polyelectrolyte brushes in situ.