It has been commonly conjectured that all massive >10 Msun stars are born in OB associations or clusters. Many O and B stars in the Galaxy or the Magellanic Clouds appear to exist in isolation, however. While some of these field OB stars have been ejected from their birthplaces, some are too far away from massive star forming regions to be runaways. Can massive stars form in isolation? The Spitzer survey of the Large Magellanic Cloud (aka SAGE) provides a unique opportunity for us to investigate and characterize the formation sites of massive stars for an entire galaxy. We have identified all massive young stellar objects (YSOs) in the Large Magellanic Cloud. We find that ~85% of the massive YSOs are in giant molecular clouds and ~65% are in OB associations. Only ~7% of the massive YSOs are neither in OB associations nor in giant molecular clouds. This fraction of isolated massive stars in the Large Magellanic Cloud is comparable to the 5-10% found in the Galaxy.