Photonic crystal fibers (PCFs) are fabricated in silica with air holes running along the entire fiber in the fiber cladding. The geometric parameters of the PCFs are fixed and it is hard to modulate their optical properties. By infiltrating index-tunable liquids into the air holes of the PCFs, we can obtain liquid-filled PCFs which can function as tunable optical devices. But the losses become large due to the lossy liquid-hole layers. In this thesis, we use a simple selectively blocking technique and the vacuum filling method to fabricate internally liquid-filled PCFs. From the measured results, the propagation losses of the internally liquid-filled PCFs can be efficiently reduced, and the thermal tunability is still maintained. Besides, we also fabricate internally liquid-crystal-filled PCFs. Not only the thermal tunability but also the electrical tunability can be retained of the loss-reduced internally LC-filled PCFs. The electrical tunability can be induced by applying an external electric field. As the applied voltage reaches 200 V, we can obtain the splitting effect of the transmission band. By using the selectively blocking technique, we also fabricate birefringent liquid-filled PCFs by asymmetrically infiltrating the liquid into the unblocked air holes. An elliptical far field can be observed for our sample. In addition, the measured polarization dependent loss (PDL) is larger than 2 dB. Compared with traditional PMFs, our fabricated sample has larger PDL values and birefringence. The measured birefringence is as high as 2.89¡Ñ10-3 at 1547.8 nm. Besides, a temperature sensor consisting of a Sagnac loop interferometer (SLI) and our fabricated birefringent liquid-filled PCF is demonstrated. The linear sensitivity is -2.12 nm/¢XC which is larger than that of other PMF-based SLI sensors.