Important accomplishments concerning an integrated laser source based on stimulated Raman scattering (SRS) have been achieved in the last two decades in the fields of photonics, microphotonics and nanophotonics. In 2005, the first integrated silicon laser based upon SRS was realized in the nonlinear waveguide. This breakthrough promoted an intense research activity addressed to the realization of integrated Raman sources in photonics microstructures, like microcavities and photonics crystals. In 2012, a giant Raman gain in silicon nanocrystals was measured for the first time. Starting from this impressive result, some promising devices have recently been realized combining nanocrystals and microphotonics structures. Of course, the development of integrated Raman sources has been influenced by the trend of photonics towards the nano-world, which started from the nonlinear waveguide, going through microphotonics structures, and finally coming to nanophotonics. Therefore, in this review, the challenges, achievements and perspectives of an integrated laser source based on SRS in the last two decades are reviewed, side by side with the trend towards nanophotonics. The reported results point out promising perspectives for integrated micro- and/or nano-Raman lasers.