Photonic metamaterials are man-made structures composed of tailored micro-or nanostructured metallo-dielectric sub-wavelength building blocks that are densely packed into an effective material. This deceptively simple, yet powerful, truly revolutionary concept allows for achieving novel, unusual, and sometimes even unheard-of optical properties, such as magnetism at optical frequencies, negative refractive indices, large positive refractive indices, zero reflection via impedance matching, perfect absorption, giant circular dichroism, or enhanced nonlinear optical properties. Possible applications of metamaterials comprise ultrahigh-resolution imaging systems, compact polarization optics, and cloaking devices. This review describes the experimental progress recently made fabricating three-dimensional metamaterial structures and discusses some remaining future challenges.