In this chapter we explain how submicron gratings can be prepared by Laser Interference Lithography (LIL). In this maskless lithography technique, the standing wave pattern that exists at the intersection of two coherent laser beams is used to expose a photosensitive layer. We show how to build the basic setup, with special attention for the optical aspects. The pros and cons of different types of resist as well as the limitations and errors of the setup are discussed. The bottleneck in Laser Interference Lithography is the presence of internal reflection in the photo-resist layer. These reflections can be reduced by the use of antireflection coatings. However the thicknesses of these coatings depends on the angle of exposure and the material property or combination of materials in thin films. We show with some examples how to deal with this issue. Finally we show examples of more complex patterns that can be realized by multiple exposures