From a shape change point of view, the shape memory effect is not intrinsically reversible. Therefore developing Shape Memory Alloys (SMA) actuators, i.e. devices producing a motion, requires a suitable method to bypass this intrinsic property. Since the shape memory effect discovery, different methods, either intrinsic like the «Two-Way Shape Memory Effect » or extrinsic like the use of a biasing element have been investigated. In this paper, a new method based on a local annealing of the material is presented. A laser is used to locally crystallise amorphous thin film or re-crystallise cold-wofked sheet of SMA material. For instance, this method allows the development of highly integrated micro-devices made out of one single piece of material. The basic principle, a typical setup and some effects of the laser annealing on the material properties are presented followed by some examples of monolithic micro-devices developed using this concept.