Microelectromechanical systems (MEMS) are the basis of many rapidly growing technologies, because they combine miniature sensors and actuators with communications and electronics at low cost. Commercial MEMS fabrication processes are limited to silicon-based materials or two-dimensional structures. Here we show an inexpensive, electrochemical technique to build MEMS-like structures that contain several different metals and semiconductors with three-dimensional bridging structures. We demonstrate this technique by building a working microthermoelectric device. Using repeated exposure and development of multiple photoresist layers, several different metals and thermoelectric materials are fabricated in a three-dimensional structure. A device containing 126 n-type and p-type (Bi, Sb)2Te3 thermoelectric elements, 20 microm tall and 60 microm in diameter with bridging metal interconnects, was fabricated and cooling demonstrated. Such a device should be of technological importance for precise thermal control when operating as a cooler, and for portable power when operating as a micro power generator.