We used two novel approaches to produce sub-wavelength structure anti-reflection coatings on silicon for millimeter and sub-millimeter wave bands: picosecond laser ablation and dicing with beveled saws. We produced pyramidal structures with both techniques. The diced sample, machined on only one side, had a pitch and a height of 350 μm and 972 μm, respectively. The two laser ablated samples had a pitch of 180 μm and heights of 720 μm and 580 μm; only one of these samples was ablated on both sides. We present measurements of shape and optical performances and comparisons to the optical performance predicted using finite element analysis and rigorous coupled wave analysis. By extending the measured performance of the one-sided diced sample to the two-sided case, we demonstrate a 25\% band averaged reflectance of less than 5\% over a bandwidth of 97\% centered on 170 GHz. Using the two-sided laser ablation sample, we demonstrate a reflectance of less than 5\% over a bandwidth of 83\% centered on 346 GHz.