The “lab-on-fiber” concept envisions novel and highly functionalized technological platforms completely integrated in a single optical fiber that would allow the development of advanced devices, components and sub-systems to be incorporated in modern optical systems for communication and sensing applications. The realization of integrated optical fiber devices requires that several structures and materials at nano- and micro-scale are constructed, embedded and connected all together to provide the necessary physical connections and light-matter interactions. This paper reviews the strategies, the main achievements and related devices in the lab-on-fiber roadmap discussing perspectives and challenges that lie ahead.