We consider a class of random dynamical systems characterized by random switching between deterministic smooth vector fields from a finite family. If the phase space contains an accessible point at which a hypoellipticity condition holds, it is known that such a system admits a unique absolutely continuous invariant measure. We present techniques for studying the density of the invariant measure, in particular its regularity. The talk is based on work in progress with Yuri Bakhtin, Sean Lawley and Jonathan C. Mattingly.