This review surveys advances in the fabrication of functional microdevices by multi-photon lithography (MPL) using the SU-8 material system. Microdevices created by MPL in SU-8 have been key to progress in the fields of micro-fluidics, micro-electromechanical systems (MEMS), micro-robotics, and photonics. The review discusses components, properties, and processing of SU-8 within the context of MPL. Emphasis is focused on advances within the last five years, but the discussion also includes relevant developments outside this period in MPL and the processing of SU-8. Novel methods for improving resolution of MPL using SU-8 and discussed, along with methods for functionalizing structures after fabrication.