The authors review the recent advances in fabricating long-period gratings (LPGs) in photonic crystal fibers (PCFs). The novel light-guiding properties of the PCFs allow the demonstration of novel sensors and devices based on such LPGs. The sensitivity of these PCF LPGs to temperature, strain and refractive index is discussed and compared with LPGs made on conventional single-mode fibers. In-fiber devices such as tunable band rejection filters, Mach-Zehnder interferometers are discussed.