Cavity modes of dielectric microsphcres and vertical cavity surface emitting lasers, in spite of their high Q, are never exactly bound, but have a finite width due to leakage at the borders. We propose types of microstructures that sustain three-dimensionally bound modes of the radiation field when dissipation is neglected. Unlike photonic crystals, the photonic systems that we consider here rely on periodicity in only one or two dimensions. In particular, we discuss a cavity composed of two crossed vertical layers combined with a periodic structure of horizontal layers. The layers have an anisotropic dielectric tensor, which could be obtained by making air holes in the vertical and horizontal directions within isotropic material. We calculate cavity resonance frequencies and spontaneous emission rates. The simplicity of this laser geometry allows an analytical study of light propagation and amplification in three dimensions. © 2002 The American Physical Society.