Gas-phase materials are used in a variety of laser-based applications--for example, in high-precision frequency measurement, quantum optics and nonlinear optics. Their full potential has however not been realized because of the lack of a suitable technology for creating gas cells that can guide light over long lengths in a single transverse mode while still offering a high level of integration in a practical and compact set-up or device. As a result, solid-phase materials are still often favoured, even when their performance compares unfavourably with gas-phase systems. Here we report the development of all-fibre gas cells that meet these challenges. Our structures are based on gas-filled hollow-core photonic crystal fibres, in which we have recently demonstrated substantially enhanced stimulated Raman scattering, and which exhibit high performance, excellent long-term pressure stability and ease of use. To illustrate the practical potential of these structures, we report two different devices: a hydrogen-filled cell for efficient generation of rotational Raman scattering using only quasi-continuous-wave laser pulses; and acetylene-filled cells, which we use for absolute frequency-locking of diode lasers with very high signal-to-noise ratios. The stable performance of these compact gas-phase devices could permit, for example, gas-phase laser devices incorporated in a 'credit card' or even in a laser pointer.