Optical fiber devices and sensors have developed rapidly due to their lightweight, small size, immunity to electromagnetic interference, and remote sensing capabilities. Various types of fiber optic structures have emerged, and the key for optical fiber sensor development is its practical applications. In this article, we mainly focus on the experimental research and application of fiber Bragg gratings (FBGs), micro-hole structures, long-period fiber gratings (LPFGs) based on micro-holes, single fiber Mach–Zehnder interferometers (MZIs), single fiber Fabry–Perot interferometers (FPIs), selectively filled photonic crystal fiber devices, micro/nano fiber devices, and in fiber microstructures, and their potential as miniature lab on/in optical fiber.