The most reliable means by which to constrain the properties of the Milky Way dark halo is through assessing the 6-D phase space distributions of tracers of its gravitational potential. This requires accurate proper motions in addition to (generally known) radial velocities for field stars and satellites widely distributed throughout the halo. When only radial velocities are used it is difficult to constrain the properties of the halo due to projection effects along the line of sight. Proper motions allow us to make accurate measurements of anisotropy and thus the total mass of the MW halo. Additionally, they allow us to determine the orbits of objects in the halo, which gives us clues to their origins and to the build up of Milky Way mass. I will discuss the results of our efforts to obtain proper motions for a variety of tracers in the Milky Way halo, using different telescopes: the LBT, HST, and Gemini South. In the case of the Gemini South Large program we use the novel technique of measuring absolute proper motions relative to background galaxies developed for adaptive optics images. I will present results of three targets thus far: the globular clusters Palomar 5 and Pyxis and the ultra faint dwarf Segue 1. From the results on Palomar 5 follows that the inner halo of the Milky Way is consistent with being spherical and that the rotation velocity is 218 km/s at 20 kpc, the approximate apocenter of the orbit of Palomar 5.