While key effects of the many-body problem-such as Kondo and Mott physics-can be understood in terms of onsite correlations, non-local fluctuations of charge, spin, and pairing amplitudes are at the heart of the most fascinating and unresolved phenomena in condensed matter physics. Here, we review recent progress in diagrammatic extensions to dynamical mean-field theory for ab initio materials calculations. We first recapitulate the quantum field theoretical background behind the two-particle vertex. Next we discuss latest algorithmic advances in quantum Monte Carlo simulations for calculating such two-particle quantities using worm sampling and vertex asymptotics, before giving an introduction to the ab initio dynamical vertex approximation (AbinitioDGA). Finally, we highlight the potential of AbinitioDGA by detailing results for the prototypical correlated metal SrVO3.