For the sensitive online and in situ detection of gaseous species, optical methods are ideally suited. In contrast to chemical analysis, no sample preparation is necessary and therefore spectroscopic methods should be favorable both in respect of a fast signal recovery and economically because no disposal is needed. However, spectroscopic methods are currently not widely used for security applications. We review photonic sensor devices for the detection of explosives in the gas phase as well as the condensed phase and the underlying spectroscopic techniques with respect to their adaptability for security applications, where high sensitivity, high selectivity, and a low false-alarm rate are of importance. The measurements have to be performed under ambient conditions and often remote handling or even operation in standoff configuration is needed. For handheld and portable equipment, special attention is focused on the miniaturization and examples for already-available sensor devices are given.