Submicron-diameter structures can be produced inside many transparent materials by tightly focused 100-fs laser pulses. The ultrafast energy deposition creates very high temperature and pressure inside the region, initiating a 'microexplosion'. Material is ejected from the center and forced into the surrounding volume, forming a void surrounded by densified material. Scanning electron microscopy and atomic force microscopy show structural changes confined to an area 200 nm in diameter.