We review applications of photopolymerization and photodamage by tightly focused picosecond and femtosecond pulses for the formation of three-dimensional structures. Laser microfabrication of various structures, like surface gratings, 3D optical memory, 2D and 3D photonic crystals, 3D microfluidic systems, etc., are described. Microfabrication by laser irradiation provides new opportunities to realize microstructures and microdevices, highly demanded in a number of fields, e.g., microchemistry, information storage, and photonics. The background of this technique is very simple, and relies on modification of materials by intense, strongly focused laser irradiation. In this highly spatially localized region, the material may become destroyed, solidified from liquid, or otherwise photomodified, and complex structures can be formed from many photomodified regions. Below, we describe techniques, applications, and achievements of laser microstructuring in liquid resins and solid silica glasses.