Hollow-core photonic crystal fiber (HC-PCF) has been proved to be a versatile platform for lab-on-a-fiber applications. By filling the fiber with various gases, liquids or solid materials, the light-matter interaction could be greatly enhanced. Many novel optical phenomena that are unattainable in free-space could be easily identified inside the fiber. Such a platform offers a promising route for creating compact, integrable and biocompatible all-fiber multifunctional optical devices. Here, we review our recent progress in developing a novel HC-PCF coined "hollow-core negative curvature fiber" (NCF) that could provide light guidance at spectral ranges covering from UV, visible, NIR to MIR. These NCFs show attributes of low transmission loss, octave-spanning transmission bandwidth, high damage threshold and single modeness. As a proof-of-concept demonstration for lab-on-a-fiber applications, we filled one of the fibers with ethanol (refractive index 1.36) to form a liquid-core anti-resonant fiber. At a low volume of 1 μL, Raman signal from ethanol was observed at a pump power of 2 mW. Such a high performance NCF opens a window for applications in fiber-enhanced spectroscopy, biochemical sensing and nano-plasmonics.