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Polycrystalline materials, such as metals, alloys and ceramics, are widely used in many industrial applications. Their physical, chemical and mechanical properties are to a large extent governed by the internal arrangement of the individual crystals (called "grains"). One way of collecting information about the interior of a polycrystal is by measuring how it diffracts X-rays, but it is a challenging task to reconstruct the grain map from X-ray diffraction data. After a basic introduction that explains the problem, this talk will describe recently developed algorithms that utilize Monte Carlo techniques for grain map reconstruction from such data. The talk is based on the speaker's research in an interdisciplinary and international project: the polycrystal research is carried out by the Materials Science Group at the National Laboratory in Risoe, Denmark, the X-ray diffraction data are collected at the Synchroton Radiation Facility in Grenoble, France, and the focal point of the algorithm development is at the City University of New York.