The electronic local density of states (LDOS) of single PbSe quantum dots (QDs) and QD molecules is explored using low-temperature scanning tunneling microscopy (STM) and spectroscopy (STS). Both individual PbSe QDs and molecular aggregates of PbSe QDs (dimers, trimers, etc.) are mechanically stabilized in a two-dimensional superlattice of wide band gap CdSe QDs acting as an inert matrix. The LDOS measured at individual QDs dispersed in the matrix is identical to that of single isolated QDs chemically linked to a substrate. We investigate the degree of quantum mechanical coupling between the PbSe QDs in molecular aggregates by comparing the LDOS measured at each site in the aggregates to that of an individual PbSe QD. We observe a variable broadening of the resonances indicating a spatially dependent degree of electron delocalization in the molecular aggregates.