Methods of forming trench structures of different depths in a semiconductor substrate are provided. A first mask forming a first opening and a second opening is provided on the semiconductor substrate. The semiconductor substrate is etched through the first and second openings, thereby forming a first trench and a second trench. Trench structure material is deposited in the first and second trenches, thereby forming first and second trench structures. A second mask is provided on the first mask, wherein the second mask covers the first opening and has a third opening superimposed over the second opening of the first mask. The second trench structure is etched through the second opening of the first mask and through the third opening of the second mask.