Structured microparticles, with unique shapes, customizable sizes, multiple materials, and spatially-defined chemistries, are leading the way for emerging 'lab on a particle' technologies. These microparticles with engineered designs find applications in multiplexed diagnostics, drug delivery, single-cell secretion assays, single-molecule detection assays, high throughput cytometry, micro-robotics, self-assembly, and tissue engineering. In this article we review state-of-the-art particle manufacturing technologies based on flow-assisted photolithography performed inside microfluidic channels. Important physicochemical concepts are discussed to provide a basis for understanding the fabrication technologies. These photolithography technologies are compared based on the structural as well as compositional complexity of the fabricated particles. Particles are categorized, from 1D to 3D particles, based on the number of dimensions that can be independently controlled during the fabrication process. After discussing the advantages of the individual techniques, important applications of the fabricated particles are reviewed. Lastly, a future perspective is provided with potential directions to improve the throughput of particle fabrication, realize new particle shapes, measure particles in an automated manner, and adopt the 'lab on a particle' technologies to other areas of research.