This study looks at the application of physical micromachining techniques to integrated optics. These physical micromachining techniques were used to make structures which would be difficult or impossible to produce using conventional cleanroom based technologies. A tuneable Bragg grating was fabricated and characterized and was found to offer an enhanced power efficiency for tuning of 45 pm/mW for the transverse magnetic mode and 39 pm/mW for the transverse electric mode. This an improvement in the operating power efficiency of a factor of 90 over bulk thermally tuned Bragg gratings in silica. A dual cantilever device has also been demonstrated which can operate as a force sensor or variable attenuator. The response of the device to mechanical actuation was measured, and shown to be very well described by conventional fibre optic angular misalignment theory. The device has the potential to be utilized within integrated optical components for sensors or attenuators. An array of devices was fabricated with potential for parallel operation. The fabrication work features the first use of a dicing saw in plunge cutting mode to rapidly produce grooves which were free of chipping. A wire electro discharge unit was designed and built. This was retrofitted to a micromill to give capability to manufacture tools directly on machine. This work built upon previous machining research in the group to allow free form diamond tools to be fabricated. Tools formed by wire electro discharge machining of polycrystalline diamond were formed. A ring tool was created and proved to be able to machine ring structures in the ductile mode regime in germanium oxide glass with a surface roughness of Ra 4.9 nm. This is the first time that ductile mode machining has been achieved in glass with this type of tool. By using a XeF2 etch this was shown to be able to create the stuctures necessary for whispering gallery mode resonators. A number of exemplar micro disk structures have been researched in this work to test the concept and provide real examples. Firstly a phosphogermanate glass on silica resonator was fabricated. A germanium oxide glass disc was also fabricated using the silicon under-etch process. These trial optical devices have shown that physical machining provides a viable route for fabricating integrated optical elements.