This review presents advanced developments in the field of laser micro-hole drilling in transparent materials such as glass and crystals, which are used in microfluidics, photonics, and medical devices. The large band gap of transparent materials leads to weak absorption of laser radiation, which creates problems with laser drilling. The article traces the evolution of technologies from the use of Q-switched lasers to picosecond and femtosecond lasers, which minimize thermal damage, heat-affected zone and crack formation. The influence of pulse duration, repetition frequency, and wavelength on the quality of the micro-holes in terms of aspect ratio, taper angle, and thermal impact zone are analysed. Various drilling techniques, including percussion, trepanning, and spiral drilling, are reviewed. The article discusses approaches for laser drilling of transparent materials and suggests new intelligent laser feedback systems for precision manufacturing of the future.