When femtosecond laser pulses are focused inside the bulk of transparent materials, the intensity in the focal volume becomes high enough to produce permanent structural modifications. This technique has been applied to fabricate three-dimensional photonic structures such as optical memory, waveguides, gratings, and couplers inside a wide variety of transparent materials. In this paper, we review the fabrication of optical elements in glasses with femtosecond laser pulses, including the fabrication of waveguides, couplers, Bragg gratings, zone plates, holographic memory, and micro holes.