A general method for tight focusing of waves, based on compensation of the angular spectrum, is established. We apply the method to monochromatic, polychromatic and diffusive waves. Diffusive and monochromatic waves may form spatially localized waves in free space, whereas polychromatic waves form light sheets or non-decaying traveling evanescent modes confined to subwavelength regions in media where the frequency depends on the wave vector. We suggest an analogy between our compensation method and the transformation of frequencies between inertial, relativistic coordinate systems.