In this paper, we developed and compared several expectation-maximization (EM) algorithms to find maximum likelihood estimates of individual inbreeding coefficients using molecular marker information. The first method estimates the inbreeding coefficient for a single individual and assumes that allele frequencies are known without error. The second method jointly estimates inbreeding coefficients and allele frequencies for a set of individuals that have been genotyped at several loci. The third method generalizes the second method to include the case in which null alleles may be present. In particular, it is able to jointly estimate individual inbreeding coefficients and allele frequencies, including the frequencies of null alleles, and accounts for missing data. We compared our methods with several other estimation procedures using simulated data and found that our methods perform well. The maximum likelihood estimators consistently gave among the lowest root-mean-square-error (RMSE) of all the estimators that were compared. Our estimator that accounts for null alleles performed particularly well and was able to tease apart the effects of null alleles, randomly missing genotypes and differing degrees of inbreeding among members of the datasets we analysed. To illustrate the performance of our estimators, we analysed previously published datasets on mice (Mus musculus) and white-tailed deer (Odocoileus virginianus).