Applications in security and electronic surveillance require combination of excellent magnetic softness with good mechanical and anti-corrosive properties and low dimensionality. We overviewed the properties of soft magnetic glass-coated microwires and different post-processing making them quite attractive for electronic article surveillance and security applications. We studied the magnetostatic interaction between the microwires and routes to tune the non-linear hysteresis loops by using the arrays of different types of amorphous microwires. The presence of neighbouring microwire (either Fe or Co-based) significantly affects the hysteresis loop of the whole microwires array. In a microwires array containing magnetically bistable microwires we observed splitting of the initially rectangular hysteresis loop with a number of Barkhausen jumps correlated with the number of magnetically bistable microwires. Essentially, non-linear and irregular hysteresis loops have been observed in mixed arrays containing Fe and Co-rich microwires. The observed non-linearity in hysteresis loops allowed to increase the harmonics and tune their magnetic field dependencies. Non-linear hysteresis loops have been also observed upon devitrification of amorphous microwires. On the other hand, several routes allowing to tune the switching field by either post-processing or modifying the magnetoelastic anisotropy have been reviewed. Observed unique combination of magnetic properties together with thin dimensions and excellent mechanical and anti-corrosive properties provide excellent perspectives for the use of glass-coated microwires for security and electronic surveillance applications.