PART ONE: The "Lab on Fiber" concept envisions novel and highly functionalized technological platforms completely integrated in a single optical fiber that would allow the development of advanced devices, components and sub-systems to be incorporated in modern optical systems for communication and sensing applications. The realization of integrated optical fiber devices requires that several structures and materials at nano and micro scale are constructed, embedded and connected all together to provide the necessary physical connections and light-matter interactions. This paper reviews the strategies, the main achievements and related devices in the "Lab on Fiber" roadmap discussing perspectives and challenges that lie ahead. PART TWO: After having reviewed, in the previous part, the main results achieved in the "Lab o Fiber" roadmap through the development of several wavelength-scale devices and components based on the lab on fiber concept, here we focus the attention on new trends involving innovative nano-fabrication strategies enabling to exploit further intriguing photonic and/or plasmonic phenomena at the forefront of optical research. Novel complex fabrication techniques of "Lab-on-fiber" device at the nanoscale are here presented and discussed, from advanced multi material stacks and drawing technique up to the use of nanotechnologies, including standard lithographic tools as well as new nano-imprinting approaches. In particular, for the first time, we report some preliminary results obtained by our multidisciplinary research group concerning the design and fabrication of a 2D hybrid metallo-dielectric photonic crystal (PC) nanostructure, directly realized by innovatively applying the electron beam lithography technique on the cleaved end of standard single mode optical fibers.