In recent years, mechanochemistry has experienced a massive resurgence allowing for solvent-free preparation of many important materials with minimal energy requirements. This paper provides a review of the mechanochemical preparation of nanocrystalline metal halides for applications as inorganic phosphor materials. The review puts strong emphasis on our recent work on optical and X-ray storage phosphors such as the matlockite BaFCl:Sm3+. In addition, previously unpublished results are presented including the effect on the samarium oxidation state when using ball-milling, as well as results on other rare earth-doped matlockites. We outline how mechanochemical methods can be applied to synthesise, without the need for solvents and high temperatures, a wide range of halides ranging from the most important commercial X-ray storage phosphor BaFBr:Eu2+ to lead perovskites of the formula APbX(3) with A = Cs+, CH3NH3+, etc., and X = F, Cl, Br, I or a mixture thereof. We also demonstrate that a wide variety of solid solutions of the general formula (MxM1-x2)-M-1 (FXyX1-y2)-X-1 (with M-1 and M-2 = Ba, Sr, Ca; X-1, X-2 = Cl, Br, I) that can be suitable hosts for luminescent activator ions, can be prepared by mechanochemical methods. Importantly, for prolonged grinding times with a high-energy ball-mill, crystallites on the nanoscale can be obtained as can be confirmed by Rietveld refinements of powder XRD patterns and electron microscopy.