The field of diamond photonics is reviewed, with a focus on recent experimental demonstrations of photonic integrated devices in a single crystal diamond. This field leverages the outstanding material properties of diamond with the aim to establish large-scale integrated photonics for applications in sensing, information and communication technologies, and optomechanics. Accordingly, this review introduces recent progress in scalable micro- and nano-fabrication techniques for single crystal diamond photonic integrated devices, and provides quantitative comparative evaluation of the performance of the state of the art devices. The review concludes with an outlook of the potential of photonic integrated circuits in single crystal diamond.