We describe integrated air-core waveguides with Bragg reflector claddings, fabricated by controlled delamination and buckling of sputtered Si/SiO2 multilayers. Thin film deposition parameters were tailored to produce a desired amount of compressive stress, and a patterned, embedded fluorocarbon layer was used to define regions of reduced adhesion. Self-assembled air channels formed either spontaneously or upon heating-induced decomposition of the patterned film. Preliminary optical experiments confirmed that light is confined to the air channels by a photonic band-gap guidance mechanism, with loss ~5 dB/cm in the 1550 nm wavelength region. The waveguides employ standard silicon processes and have potential applications in MEMS and lab-on-chip systems.