We report on the direct synthesis of superlattices with lateral corrugation of the interfaces on (211), (311), and (111) GaAs substrates by moelcular-beam epitaxy. Reflection electron diffraction directly shows the formation of arrays of macrosteps during epitaxial growth. High-resolution transmission electron microscopy confirms the transfer of the surface structure to the GaAs/AlAs interface which results in distinct energy shifts in the luminescence of GaAs/AlAs multilayer structures. The surace structure gives rise to lateral quantum-size effects which result in increased exciton continuum energies, in strong exciton-phonon interaction, and in pronounced optical anisotropy.