Force microscopy enables a variety of approaches to manipulate and/or modify surfaces. Few of those methods have evolved into advanced probe-based lithographies. Oxidation scanning probe lithography (o-SPL) is the only lithography that enables the direct and resist-less nanoscale patterning of a large variety of materials, from metals to semiconductors; from self-assembled monolayers to biomolecules. Oxidation SPL has also been applied to develop sophisticated electronic and nanomechanical devices such as quantum dots, quantum point contacts, nanowire transistors or mechanical resonators. Here, we review the principles, instrumentation aspects and some device applications of o-SPL. Our focus is to provide a balanced view of the method that introduces the key steps in its evolution, provides some detailed explanations on its fundamentals and presents current trends and applications. To illustrate the capabilities and potential of o-SPL as an alternative lithography we have favored the most recent and updated contributions in nanopatterning and device fabrication.