[en] The shell model Monte Carlo (SMMC) approach provides a powerful technique for the microscopic calculation of level densities in model spaces that are many orders of magnitude larger than those that can be treated by conventional methods. We discuss a number of developments: (i) Spin distribution. We used a spin projection method to calculate the exact spin distribution of energy levels as a function of excitation energy. In even-even nuclei we find an odd-even staggering effect (in spin). Our results were confirmed in recent analysis of experimental data. (ii) Heavy nuclei. The SMMC approach was extended to heavy nuclei. We have studied the crossover between vibrational and rotational collectivity in families of samarium and neodymium isotopes in model spaces of dimension approx. 10²⁹. We find good agreement with experimental results for both state densities and < J²> (where J is the total spin). (iii) Collective enhancement factors. We have calculated microscopically the vibrational and rotational enhancement factors of level densities versus excitation energy. We find that the decay of these enhancement factors in heavy nuclei is correlated with the pairing and shape phase transitions. (iv) Odd-even and odd-odd nuclei. The projection on an odd number of particles leads to a sign problem in SMMC. We discuss a novel method to calculate state densities in odd-even and odd-odd nuclei despite the sign problem. (v) State densities versus level densities. The SMMC approach has been used extensively to calculate state densities. However, experiments often measure level densities (where levels are counted without including their spin degeneracies.) A spin projection method enables us to also calculate level densities in SMMC. We have calculated the SMMC level density of ¹⁶²Dy and found it to agree well with experiments