We review the use of hollow-core photonic crystal fibers (PCFs) in the field of ultrafast gas-based nonlinear optics, including recent experiments, numerical modeling, and a discussion of future prospects. Concentrating on broadband guiding kagomé-style hollow-core PCF, we describe its potential for moving conventional nonlinear fiber optics both into extreme regimes-such as few-cycle pulse compression and efficient deep ultraviolet wavelength generation-and into regimes hitherto inaccessible, such as single-mode guidance in a photoionized plasma and high-harmonic generation in fiber.