This chapter aims to present a brief review about a very interesting application of laser beams in the field of materials science: the growth of zinc oxide (ZnO) nanostructured films by Pulsed Laser Deposition (PLD), and in particular by means of excimer laser ablation. After an introduction giving an overview on properties and applications of ZnO and its nanostructures and on some growth techniques used to obtain these materials, this survey will present several results, obtained by different research groups in the world, about nanostructured ZnO grown by excimer laser ablation. Then this study will be focused on the results obtained by our research group in this field so far. By properly changing some deposition parameters (substrate temperature, oxygen pressure and ablation laser wavelength) we obtained nanostructured films with hexagonal pyramids, columns, hexagonal hierarchical structures and pencils, as well as smooth or rough films. In particular the different ablation laser wavelengths (248 nm of KrF and 193 nm of ArF) are shown to have a deep influence on both morphology and crystal quality of the grown samples. Scanning electron microscopy (SEM), x-ray diffraction (XRD) and photoluminescence (PL) measurements were used to inspect the film properties. Finally, some results about our optical gas sensing tests conducted on the grown samples are presented.