There are a lot of instructions on the net covering the steps to build yourself a laser, from the large scale models at Power Labs which are not portable to smaller scale ones using DVD/Blu-ray lasers which can’t be used for much more than driving the family pet insane.  Over at Hack a Day is a detailed project on how to build your own hand held pulse laser which can certainly burn holes through thin metals and other unsuspecting inanimate objects.  This particular build is powered by scrounged capacitors from disposable cameras and as long as you keep an even number and ensure the capacitors are all the same rating you can make it even more powerful.

"Self-declared Mad Scientist and Instructables user [Trevor Nestor] recently built a pulse laser pistol and decided to share his build process, so that you too can build a ray gun at home. The gun is made up of mostly scavenged components, save for the Neodymium:YAG laser head, which he purchased on eBay for about $100. He does say however, that you can score an SSY-1 laser from an old rangefinder, providing you hang out near a stockpile of decommissioned Abrams tanks."

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