What is the scale of things you can see with gravitational lensing? I'm trying to understand the examples of gravity lensing (using the general relativity property of large masses to bend light like a lens). 

Most of the examples I see are of some galaxy (presumably a large mass) between us and a star (or are at least vague enough to not specify.

Yet my intuitive understanding of the sky is that all the stars we see are relatively close, all entirely within the Milky Way galaxy (and many of the stars in our galaxy provide a general glow), and that other galaxies are far enough away that it is difficult to image individual stars. The only single objects large enough comparable to a galaxy would be a quasar. Is that right?

So what then is going on usually with examples of gravity lensing? I find it hard to believe the captions that say a galaxy is enabling seeing more distant stars. I would think one could only apply that concept to a star or galaxy to see something much further away and as big or much bigger. Could one really use a galaxy as a lens to see a star? I wouldn't expect a star to be behind a galaxy from us.

Also, whatever the objects themselves, what is the scale? If the lensing is of a galaxy done by a star, I'd expect the star to galaxy distance ratio to be well below 1:1000 (~width of Milky Way to distance to Andromeda). But for galaxy to galaxy or galaxy cluster to galaxy or quasar lensing what are the likely relative distances?
You are right that the stars seen on the sky are within the Milky Way. Only with a large telescope is it possible to resolve individual stars in other galaxies, and only for the nearest ones.

I don't know which sources you refer to, by I think perhaps you are confusing the different types of gravitational lensing. I cannot explain them better than the excellent review by astromax, but briefly, there are three types:


Strong lensing, where are foreground galaxy cluster (i.e. a group of $\sim$100–1000 galaxies) magnify and severely distort background galaxies,
Weak lensing, where clusters or individual galaxies distort the shapes of many background galaxies on the percent scale, which can only be seen statistically, and
Microlensing, where a single object inside the Milky Way happen to pass in front of another single object, also inside the Milky Way. These objects are usually stars or planets, and do not distort the images of the background objects, but merely increase the flux for a while. This effect has been used to find exoplanets.


Whereas type 1 and 2 are more or less static in a human lifetime, type 3 is an event that happens once only for a given set of stars (as seen from Earth).

Scales

Strong and weak lensing happen on very large scales, from a few hundred million lightyears, up to the order of the size of the observable Universe (e.g. Wong et al. 2014). While the lenses themselves are cluster of galaxies, and thus a few to $\sim10$ megaparsec across, the lenses object are typically individual galaxies. Gravitational lensing is most efficient when the lens is halfway between us and the background source.

Occurring in the Milky Way, microlensing, on the other hand, happen on the scale of a few kiloparsec, again with us-lens distance being of the same order as the lens-background object distance (see e.g. this Wikipedia list).