Hollow-core waveguide technology enables the creation of new light sources based on guided nonlinear optical interactions of ultrafast laser pulses with gases. These sources can provide tuneable few-femtosecond laser pulses from the vacuum-ultraviolet to the near-infrared, sub-cycle field transients in the visible and infrared, extremely efficient frequency conversion, and supercontinua with previously unachievable bandwidth and ultraviolet coverage. Here we review recent advances in these light sources, discuss some of the fundamental nonlinear dynamics, and describe the prospects of these sources for applications ranging from advanced industry through to fundamental science.