Super-resolution fluorescence microscopy is a widely used technique in cell biology. Stimulated emission depletion (STED) microscopy enables the recording of multiple-color images with subdiffraction resolution. The enhanced resolution leads to new challenges regarding colocalization analysis of macromolecule distributions. We demonstrate that well-established methods for the analysis of colocalization in diffraction-limited datasets and for coordinate-stochastic nanoscopy are not equally well suited for the analysis of high-resolution STED images. We propose optimal transport colocalization, which measures the minimal transporting cost below a given spatial scale to match two protein intensity distributions. Its validity on simulated data as well as on dual-color STED recordings of yeast and mammalian cells is demonstrated. We also extend the optimal transport colocalization methodology to coordinate-stochastic nanoscopy.