We have designed and constructed a new system for micro-machining parts and sample assemblies used for diamond anvil cells and general user operations at the High Pressure Collaborative Access Team, sector 16 of the Advanced Photon Source. The new micro-machining system uses a pulsed laser of 400 ps pulse duration, ablating various materials without thermal melting, thus leaving a clean edge. With optics designed for a tight focus, the system can machine holes any size larger than 3 μm in diameter. Unlike a standard electrical discharge machining drill, the new laser system allows micro-machining of non-conductive materials such as: amorphous boron and silicon carbide gaskets, diamond, oxides, and other materials including organic materials such as polyimide films (i.e., Kapton). An important feature of the new system is the use of gas-tight or gas-flow environmental chambers which allow the laser micro-machining to be done in a controlled (e.g., inert gas) atmosphere to prevent oxidation and other chemical reactions in air sensitive materials. The gas-tight workpiece enclosure is also useful for machining materials with known health risks (e.g., beryllium). Specialized control software with a graphical interface enables micro-machining of custom 2D and 3D shapes. The laser-machining system was designed in a Class 1 laser enclosure, i.e., it includes laser safety interlocks and computer controls and allows for routine operation. Though initially designed mainly for machining of the diamond anvil cell gaskets, the laser-machining system has since found many other micro-machining applications, several of which are presented here.