High frequency (HF) magnetic devices are widely used in switched mode power supplies (SMPS) and radio frequency (RF) impedance matching. This paper introduces two types of HF and high power density planar and coaxial transformers developed for those applications within different power and frequency ranges. The paper also discusses various issues on configurations and constraints of planar and coaxial magnetic transformers. It introduces the concept of Integrated Magnetic Circuits (IMCs) and future trends in high frequency and high power density magnetic devices.