We study the minimum Manhattan network problem, which is defined as follows. Given a set of points called \emph{terminals} in $\R^d$, find a minimum-length network such that each pair of terminals is connected by a set of axis-parallel line segments whose total length is equal to the pair's Manhattan (that is, $L_1$-) distance. The problem is NP-hard in 2D and there is no PTAS for 3D (unless ${\cal P}={\cal NP}$). Approximation algorithms are known for 2D, but not for 3D. We present, for any fixed dimension $d$ and any $\eps>0$, an $O(n^\eps)$-approximation algorithm. For 3D, we also give a $4(k-1)$-approximation algorithm for the case that the terminals are contained in the union of $k \ge 2$ parallel planes.