A microscopic understanding of molecules is essential for many fields of natural sciences but their tiny size hinders direct optical access to their constituents. Rydberg macrodimers - bound states of two highly-excited Rydberg atoms - feature bond lengths easily exceeding optical wavelengths. Here we report on the direct microscopic observation and detailed characterization of such macrodimers in a gas of ultracold atoms in an optical lattice. The size of about 0.7 micrometers, comparable to the size of small bacteria, matches the diagonal distance of the lattice. By exciting pairs in the initial two-dimensional atom array, we resolve more than 50 vibrational resonances. Using our spatially resolved detection, we observe the macrodimers by correlated atom loss and demonstrate control of the molecular alignment by the choice of the vibrational state. Our results allow for precision testing of Rydberg interaction potentials and establish quantum gas microscopy as a powerful new tool for quantum chemistry.