Selective Laser Melting (SLM) is a particular rapid prototyping, 3D printing, or Additive Manufacturing (AM) technique designed to use high power-density laser to melt and fuse metallic powders. A component is built by selectively melting and fusing powders within and between layers. The SLM technique is also commonly known as direct selective laser sintering, LaserCusing, and direct metal laser sintering, and this technique has been proven to produce near net-shape parts up to 99.9% relative density. This enables the process to build near full density functional parts and has viable economic benefits. Recent developments of fibre optics and high-power laser have also enabled SLM to process different metallic materials, such as copper, aluminium, and tungsten. Similarly, this has also opened up research opportunities in SLM of ceramic and composite materials. The review presents the SLM process and some of the common physical phenomena associated with this AM technology. It then focuses on the following areas: (a) applications of SLM materials and (b) mechanical properties of SLM parts achieved in research publications. The review is not meant to put a ceiling on the capabilities of the SLM process but to enable readers to have an overview on the material properties achieved by the SLM process so far. Trends in research of SLM are also elaborated in the last section.