It is attractive to produce true three-dimensional (3D) microstructures both rapidly and economically over a large area with negligible defects for a wide range of applications. Multi-beam interference lithography is one of the promising techniques that can create periodic microstructures in polymers without extensive lithography and etching steps. This review discusses the formation of interference patterns, their dependence on beam parameters, the lithographic process, and the applications to the formation of photonic crystals. Various photoresist systems, including thick films of negative-tone and positive-tone photoresists, liquid resins, organic-inorganic hybrids, and holographic polymer-dispersed liquid crystals, are also reviewed.