Skin makes an excellent site for drug and vaccine delivery due to easy accessibility, immuno-surveillance functions, avoidance of macromolecular degradation in the gastrointestinal tract and possibility of self-administration. However, macromolecular drug delivery across the skin is primarily accomplished using hypodermic needles, which have several disadvantages including accidental needle-sticks, pain and needle phobia. These limitations have led to extensive research and development of alternative methods for drug and vaccine delivery across the skin. This review focuses on the recent trends and developments in this field of micro-scale devices for transdermal macromolecular delivery. These include liquid jet injectors, powder injectors, microneedles and thermal microablation. The historical perspective, mechanisms of action, important design parameters, applications and challenges are discussed for each method.