Since about one and half centuries ago, at the dawn of modern communications, the radio and the optics have been two separate electromagnetic spectrum regions to carry data. Differentiated by their generation/detection methods and propagation properties, the two paths have evolved almost independently until today. The optical technologies dominate the long-distance and high-speed terrestrial wireline communications through fiber-optic telecom systems, whereas the radio technologies have mainly dominated the short- to medium-range wireless scenarios. Now, these two separate counterparts are both facing a sign of saturation in their respective roadmap horizons, particularly in the segment of free-space communications. The optical technologies are extending into the mid-wave and long-wave infrared (MWIR and LWIR) regimes to achieve better propagation performance through the dynamic atmospheric channels. Radio technologies strive for higher frequencies like the millimeter-wave (MMW) and sub-terahertz (sub-THz) to gain broader bandwidth. The boundary between the two is becoming blurred and intercrossed. During the past few years, we witnessed technological breakthroughs in free-space transmission supporting very high data rates, many achieved with the assistance of photonics. This paper focuses on such photonics-assisted free-space communication technologies in both the lower and upper sides of the THz gap and provides a detailed review of recent research and development activities on some of the key enabling technologies. Our recent experimental demonstrations of high-speed free-space transmissions in both frequency regions are also presented as examples to show the system requirements for device characteristics and digital signal processing (DSP) performance.