Stellar feedback is dynamically important on the small scales of star clusters up to the large scales of whole galaxies. Despite its profound influence, a major challenge in feedback studies is setting observational constraints on the relative role of the many stellar feedback modes (such as direct radiation, dust-processed radiation, photoionization heating, protostellar outflows, stellar winds, and supernovae). Fortunately, high quality mutltiwavelength survey data are now available for the Milky Way and other Local Group galaxies, facilitating observational assessment of stellar feedback mechanisms in a variety of sources. I will present results from these multiwavelength programs, including new results showing how the pressures associated with different feedback modes vary between young, compact HII regions and more evolved HII regions. In particular, the dust-processed radiation pressure dominates in 95% of the younger sources, whereas the photoionized gas pressure is the dominant term in evolved sources. I will discuss the implications regarding the dynamical evolution of the HII regions and the lessons for feedback prescriptions in star and galaxy formation simulations. Finally, I will highlight the complementary constraints that can be obtained from integral field spectroscopy.