The current demand for fabricating optical and photonic devices displaying high performance, using low-cost and time-saving methods, prompts femtosecond (fs)-laser processing as a promising methodology. High and low repetition femtosecond lasers enable surface and/or bulk modification of distinct materials, which can be used for applications ranging from optical waveguides to superhydrophobic surfaces. Herein, some fundamental aspects of fs-laser processing of materials, as well as the basics of their most common experimental apparatuses, are introduced. A survey of results on polymer fs-laser processing, resulting in 3D waveguides, electroluminescent structures and active hybrid-microstructures for luminescence or biological microenvironments is presented. Similarly, results of fs-laser processing on glasses, gold and silicon to produce waveguides containing metallic nanoparticles, analytical chemical sensors and surface with modified features, respectively, are also described. The complexity of fs-laser micromachining involves precise control of material properties, pushing ultrafast laser processing as an advanced technique for micro/nano devices.