Photonic synthetic materials provide an opportunity to explore the role of microscopic quantum phenomena in determining macroscopic material properties. There are, however, fundamental obstacles to overcome - in vacuum, photons not only lack mass, but also do not naturally interact with one another. Here, we review how the superconducting quantum circuit platform has been harnessed in the last decade to make some of the first materials from light. We describe the structures that are used to imbue individual microwave photons with matter-like properties such as mass, the nonlinear elements that mediate interactions between these photons, and quantum dynamic/thermodynamic approaches that can be used to assemble and stabilize strongly correlated states of many photons. We then describe state-of-the-art techniques to generate synthetic magnetic fields, engineer topological and non-topological flat bands and explore the physics of quantum materials in non-Euclidean geometries - directions that we view as some of the most exciting for this burgeoning field. Finally, we discuss upcoming prospects, and in particular opportunities to probe novel aspects of quantum thermalization and detect quasi-particles with exotic anyonic statistics, as well as potential applications in quantum information science. This Review Article surveys the physics of many-body quantum states formed by microwave photons in circuit quantum electrodynamics environments.