Methods capable of forming holes in, etching the surface of, or otherwise ablating substrates, and substrates formed thereby. A first method includes directing a first laser beam pulse towards a substrate to form a hole in a surface thereof and to form a plasma plume at least partially within the hole wherein the plasma plume has insufficient thermal energy and expansion velocity to etch sidewall of the hole, and directing a second laser beam pulse into the plasma plume to increase the temperature and expansion velocity of the plasma plume such that the sidewall is etched causing an increase in the cross-sectional dimension of the hole. A second method includes applying a liquid to a surface of a substrate, and directing a laser beam pulse into the liquid to create plasma on the surface of the substrate that etches portions of the surface of the substrate.