Femtosecond laser has been widely used in microscopic modifications to materials due to its ultra-short laser pulse and ultrahigh light intensity. When a transparent material e.g. glass is irradiated by a tightly focused femtosecond laser, the photo-induced reaction is expected to occur only near the focused part of the laser beam inside the glass due to the multiphoton processes. We observed various induced localized microstructures e.g. color center defects, refractive index change, micro-void and micro-crack, in glasses after the femtosecond laser irradiation, and discussed the possible applications of the microstructures in the fabrication of various micro-optical components, e.g. optical waveguide, micro-grating, micro-lens, fiber attenuator, 3-dimensional optical memory. In this paper, we review our recent investigations on single femtosecond laser-beam induced nanostructures. We introduce the space-selective nanoscale valence state manipulation of active ions, precipitation and control of metal nanoparticles and observation of polarization-dependent permanent nanostructures, and discuss the mechanisms and possible applications of the observed phenomena.