Probes with fiducial marks, probe systems including the same, and associated methods. The probes include a beam portion and a probe tip that is configured to contact a device under test (DUT), and further include a fiducial mark formed on the beam portion that is configured to facilitate alignment of the probe and the DUT. The fiducial mark is configured to be visible to an optical assembly, and is in focus to the optical assembly within a depth of field of the optical assembly that is smaller than a depth of field over which the beam portion is in focus to the optical assembly. The methods include methods of utilizing and/or manufacturing the probes.