Multi-photon lithography (MPL) is a laser-based method for 3D printing nanoscale devices. Since its introduction in the late 1990's, researchers across many disciplines have made exciting contributions toward its development that include extending the range of material systems available for MPL, improving the achievable resolution, and using it to create functional devices for optics, MEMS, microfluidics, sensing, and bio-engineering. MPL has been used to create conventional micro-optics, like waveguides and micro-lenses. It has also been used to fabricate devices onto novel platforms, such as the tips of optical fibers, which greatly extends the functionality of conventional optics and the range of applications they may serve. MPL is unique among existing fabrication methods in its potential for creating truly 3D structures having arbitrary shape and complexity. This is particularly well illustrated in recent reports of using MPL to create spatially-variant photonic crystals (SVPCs). SVPCs unlock new physical mechanisms to control light, particularly using self-collimation to flow beams through exceptionally sharp bends, which cannot be achieved with waveguides and other technologies based on refraction. MPL and SVPCs open new routes to integrated photonics and opto-electronic circuits.