We review recently developed theories of molecular interactions with helium clusters. Ground state energies and structures are obtained from Monte Carlo and density functional calculations for a variety of impurities and a range of cluster sizes. Of particular interest are chemical potentials, location of the impurity, and shape of the helium density surrounding it. Included in the work summarized here are results for light molecules (H₂ and D₂) which interact weakly with He and results for heavier molecules (Cl₂ and SF₆) which interact more strongly with He. Finally, theoretical and experimental results are compared for SF₆ in helium clusters.