Recent observations relevant to the early stages of the fatigue damage of crystalline materials are reviewed. Experimental evidence on the localization of the cyclic plastic strain and on the surface relief formation in cyclic loading of 316L austenitic stainless steel is presented. The focused ion beam is used for exposing three-dimensional evidence of persistent slip markings (PSMs). PSMs consist of extrusions and parallel or alternating intrusions which develop during cyclic loading. Monte Carlo simulations of vacancy generation within persistent slip band (PSB) and their migration to the matrix where they annihilate on the edge dislocations are used to simulate the growth of extrusions and intrusions. The results of the simulations are compared with experimental data and discussed in terms vacancy models of fatigue crack initiation.