Saw-tooth x-ray refractive lenses have been fabricated in silicon, epoxy and diamond. Silicon lenses were made by anisotropic wet etching of single crystalline silicon. Epoxy lenses were moulded from silicon masters. Diamond lenses were replicated by chemical vapour deposition on silicon masters and subsequent sacrificial etching of silicon. Beryllium saw-tooth test structures were embossed using a diamond master. Silicon and epoxy lenses gave sub-micron focal lines and provided gains of up to 40 when tested in a synchrotron set-up. Focal lengths ranged from 0.33 to 0.61 m for x-ray energies between 14 and 30 keV.