In this paper, a review is given of recent advances in optically controlled microwave and millimeter wave devices and circuits. Special emphasis will firstly be laid on the physical background of optical effects in semiconductor materials and structures. In a second step, different microwave optical interaction phenomena are summarized and an overview of recent results on optically controlled devices is presented. Furthermore, distributed and traveling-wave components such as phase and amplitude modulators are studied and discussed in detail, where aspects of monolithic integration are also addressed. Finally, future trends in microwave or optical applications of corresponding photonic devices are elucidated.