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We report here two processes for fabricating quantum devices based on local anodization induced by Atomic Force Microscope (AFM). The first process involves ultra-thin films of doped silicon-on-insulator (SOI) passivated with hydrogen. AFM-drawn oxide lines create a chemical contrast that is used as a mask for silicon wet etch. Etching is performed down to the buried silicon oxide layer, thus leading to silicon nanowires supported on insulator. We show that this process appears well suited to obtain SOI nanostructures and investigate electrical transport though silicon wires with sub-1000 nm2 cross-section. In the second process, diffusion of oxygen species is performed through the whole layer of metallic ultra-thin films, which provides a technique for direct writing of insulating regions. This technique was applied to ultra-thin niobium films for fabricating mesoscopic structures. A superconducting quantum interferometer useful for nanomagnetism is demonstrated. [Copyright &y& Elsevier]