Not a laser (impossible to do such design with a laser). It's EDM (Electro Discharge Machining), a method to destroy/vaporize metal using sparks between a metallic wire and the copper block (no contact between them). The blue ray on the pic is thousands of tiny sparks per second (pulsed high voltage).
It's a very slow process because wire progression is only some millimeters per minute(it depends of metal, thickness, etc.) but it's an ultra precise milling method capable to make <0.05mm channel with a near mirror finish with no difficulty if needed. But long milling time = a lot of $$$ so EDM is never cheap.
I found a link for you :
http://www.engineersedge.com/edm.shtml (no pics but explanations, try google for more)
EDIT : I forgot I had pics of mine with EDM to show you more clearly :
Process is fully done under water to ensure quality of sparks, the pic below is taken in air to have a good view (under water we don't see nothing clear) :
