As optical components continue to replace electronics in ultrafast signal processing applications, a growing interest in further miniaturization and integration of photonic devices on a single chip is observed. Therefore, optical waveguides of high refractive index contrast of core and cladding materials are developed since a couple of years. They can have a very small cross section and also bending radius, enabling the development of ultra-compact photonic integrated devices and circuits. Silicon-On-Insulator (SOI) waveguides ("photonic wires") and devices are the most prominent examples. A corresponding technology for Lithium Niobate-On-Insulator (LNOI) waveguides is still in its infancy, though LN offers - in contrast to SOI - excellent electro-optic, acousto-optic, and nonlinear optical properties. Moreover, it can be easily doped with rare-earth ions to get a laser active material. Therefore, LNOI photonic wires will enable the development of a wide range of extremely compact, active integrated devices, including electro-optical modulators, tunable filters, nonlinear (periodically poled) wavelength converters, and amplifiers and lasers of different types. The state-of-the- art of LNOI films as platform for high-density integrated optics is reviewed. Using a full-wafer technology (3 '' diameter), sub-micrometer thin LN films are obtained by high-dose He+ ion implantations, crystal-bonding to a low-index substrate (preferably SiO2) and cleaving by a special annealing step ("ion-beam-slicing"). Various LNOI structures, also combined with metallic layers, are presented. Based on such platforms, photonic wires and micro-photonic devices are developed using different micro-and nano-structuring techniques. To be specific, the fabrication and characterization of LNOI photonic wires with cross-section < 1 mu m(2), and periodically poled LNOI photonic wires for second harmonic generation are reported in detail.