We have been studying the refractive index changes and vacancies that are induced in silica glass by the irradiation of ultrashort laser pulses. By scanning the laser beam in glass we can form, 1) 3-D shapes of waveguides, 2) arrays of nano-scale (sub-micron) vacancies, called voids, and 3) 3-D shapes of long holes with microscopic diameters, and 4) Bragg gratings with microscopic sizes. In this paper, we report on the waveguides formed by femtosecond laser pulses. We may also talk about the cross-sectional asymmetry of the waveguides formed by linearly-polarized laser pulses. The formation of the photo-induced waveguides is normally accompanied by the filamentation, the self-trapping of laser beam due to nonlinear optical effects. We make use of this filamentation to form the waveguides. We also report on the formation of submicro-meter or nano-meter vacancies, called voids, with femtosecond laser pulses. We are going to talk about the possibility of forming asymmetric shapes of nano-scale voids. The asymmetry of voids results from the beam profile. We controlled the profile by inserting apertures before the focusing lens. The asymmetry leads to the polarization dependence of diffraction from the array of voids. We finally report on the formation of 3-D shapes of long holes with microscopic diameters and Bragg gratings in glass. The Bragg gratings were formed in soda-lime glass. We succeeded in forming a series of three Bragg gratings. The formation of grating inside glass was confirmed by diffraction experiments and chemical etching of polished cross-sections.