Recent progress in gas detection with hollow-core microstructured optical fibers (HC-MOFs) and direct absorption/photothermal interferometry spectroscopy are reported. For direct-absorption sensors, the issue of mode interference noise is addressed and techniques to minimize such a noise are experimentally demonstrated. Large-scale drilling of hundreds of low-loss micro-channels along a single HC-MOF is demonstrated, which reduces the diffusion-limited response time from hours to ~40 seconds for sensing HC-MOFs of 2.3 meters. For photothermal inteferometry sensors, novel detection configurations based on respectively a Sagnac interferometer and an in-fiber modal interferometer are proposed and experimentally demonstrated. The Sagnac configuration avoids the need for complex servo-control for interferometer stabilization while the in-fiber configuration simplifies the detection, reducing the size and cost of the sensor system. Sub-ppm gas detection can be achieved easily with photothermal interferometry spectroscopic HC-MOF sensors but is difficult to achieve for direct-absorption sensors with the current commercial HC-MOFs.