In several oxide crystals the refractive index can be changed by inhomogeneous illumination, and these photorefractive properties have allowed for a wide variety of applications in optical data storage and dynamic holography. The high light intensities that are inherent in waveguide geometries make it relatively easy to observe photorefractive effects in waveguide structures, too. On the one hand, these effects are feared as optical damage, as they can degrade the performance of integrated optical devices. On the other hand, optical wave mixing in photorefractive wave-guides is of considerable interest for the development of nonlinear optical components. A review of the results of recent research on the fabrication, investigation, and applications of photorefractive waveguides is given. The formation and photorefractive properties of LiNbO3, LiTaO3, BaTiO3, KNbO3, SrxBa1-xNb2O6 (0.25 less than or equal to x less than or equal to 0.75, SBN), and Bi-12(Si, Ti, Ge)O-20 (BSO, BTO, EGO) waveguides are discussed. Furthermore, the suitability of photorefractive waveguides for nonlinear optical components is demonstrated in some examples.