Gaia has provided distances and photometry, and thus colour-magnitude diagrams in the absolute plane, for stars over a large volume in the Milky Way, encompassing significant fractions of the thin and thick disk, and halo. This has allowed us, for the first time, to derive unprecedentedly detailed star formation histories from direct modelling of these colour-magnitude diagrams, using the same techniques that have been proven successful for external galaxies in the Local Group. Our first results for a volume of 2 Kpc radius from the Sun are extraordinarily promising. Applied to inner halo stars selected kinematically using Gaia proper motions, this technique has allowed us to date the merger of Gaia-Enceladus, to characterise the age profile of the accreted stars and of those present in the Milky Way at the time of the merger, and to detect a conspicuous burst of star formation in the thick disk occurred at the time of the merger (Gallart+2019). We have also obtained a representative SFH for the Galactic disk, which clearly shows the presence of up to four epochs of enhanced star formation well constrained in time, that can be associated with various pericentric passages of the Sgr dwarf galaxy (Ruiz-Lara+2020). Additionally, we are obtaining results of unprecedented clarity regarding the vertical distribution of ages and metallicities in the Milky Way disk. I will discuss these results as well as future prospects to reach a larger Milky Way volume, and to combine chemodynamical information from spectroscopic surveys with this new approach to study the Milky Way evolutionary history.