EM radiation goes up to very high frequencies. I recently read that in terms of astrophysics they have 10^17 eV photons. That means that the wavelength is 10^-14 nm, which is crazy.
So photon is a unit of quantization of EM radiation, all EM waves are quantized in energy units of photons. Just like acoustic waves are quantized in energy units of Phonons.
When you get to short wavelengths like below maybe 50 nm, lasers use grazing incidence optics. The reflectivity (of materials such as gold) is a function of the angle that the light hits the mirror at. So at these short wavelengths the light will hit the mirrors at maybe 98 degrees from normal in order to not pass through the material. there are regular mirrors around 13.5 nm however, and I believe also around 7 nm, it just depends on the material properties.
Diffraction gratings can also be used for optics when you get to short wavelengths. Also fresnel zone plates are used for focusing very short wavelength light (like 2nm).
When you get to harder Xrays you can start using crystals for bragg diffraction. but at some point the light just goes through everything when you get to gamma rays and there is not much you can do with it.