Methods of forming packaged micro-electromechanical devices include forming a first substrate having a micro-electromechanical device therein, which extends adjacent a first surface of the first substrate. A first surface of a second substrate is then bonded to the first surface of the first substrate, to thereby encapsulate the micro-electromechanical device within a space provided between the first and second substrates. Subsequent to bonding, a second surface of the second substrate is selectively etched to define at least one through-substrate opening therein, which exposes an electrode of the micro-electromechanical device. Thereafter, the through-substrate opening is filled with an electrically conductive through-substrate via.