There is actually a field where subjects do have electrodes implanted (see https://www.humansingleneuron.org/). - this is done when they are doing pre-operative recordings in preparation for brain surgery for the treatment of epilepsy, and the electrodes are already there for clinical diagnostic purposes and they volunteer a few hours of their time while they are sitting around in the hospital, to participate in various cognitive tasks/paradigms. The areas you can go are limited for sure, but some areas are near regions of interest depicting in fMRI scans.

Then there are also papers w/ recordings done in primates...

But overall yes - you integrate many modalities of research for a more robust theory of cognition