Lithium Niobate (LN) is an important nonlinear optical material. Here we demonstrate LN microdisk resonators that feature optical quality factor ~10(5), realized using robust and scalable fabrication techniques, that operate over a wide wavelength range spanning visible and near infrared. Using our resonators, and leveraging LN's large second order optical nonlinearity, we demonstrate on-chip second harmonic generation with a conversion efficiency of 0.109 W(-1).