As one of the most enduring hot topics, explosives detection commands world-wide interest among scientists across universities and research institutes. Abundant research achievements pertaining to this subject have been reported. Various choices of commercial and military-grade detection units are available for deployment. Yet, airport security and the continuing threat of improvised explosive devices (IEDs) demand more advanced solutions for the detection of trace explosive materials. Among the most valued are those capable of detecting trace explosive vapors in open air, which have also presented the most technically difficult challenges confronting researchers.This paper is devoted to the detection of trace vapor explosive materials using fiber-optic sensors and lab-on-a-fiber (LOF) devices. To offer readers an overall picture of the subject, recent technical progress is reviewed by covering all available techniques. The rapid evolution of laser-induced breakdown spectroscopy (LIBS) and Raman spectroscopy from benchtop instruments to field-deployable and portable units is emphasized as these techniques are widely used for detection of trace explosives and strongly related to fiber-optic sensing. The major part of this paper, however, will discuss our LOF devices coated with amplifying fluorescent polymer (AFP) films for the detection of trace vapor explosive materials. Various LOF devices employing low quantum yield (QY) AFPs will be described and evaluated. The crucial factors affecting the performance of LOF devices will be explored. On-line trace vapor pre-concentration and gas chromatography (GC) will be briefly discussed due to the indispensability of this approach for the fast and reliable on-line detection of trace vapor explosive materials.