The present paper reviews some recent developments of the measurements of the macrostress and microstress by diffraction using X-rays, synchrotron and neutrons especially in Japan. These three methods are based on the same principle of the diffraction of crystals, and have different advantages. The conventional X-rays detect the stress very near the surface, while the neutron diffraction takes the stress in the interior of the materials. High-energy X-rays from synchrotron sources have the penetration depth in between and are suitable for the measurement of subsurface stresses. After describing the developments of the fundamentals of the methods, the paper covers the recent applications of the diffraction methods to the residual stress analysis in textured thin films, the nondestructive determination of the subsurface distribution of residual stress in shot-peened materials, local stress measurements near the crack tip, the stress measurements of single crystals, macrostress and microstress measurements in composites, and the determination of the internal distribution of the residual stress in welded joints.