A study of material characterization and mechanical property measurements of two representative thin film coating systems will be discussed in this talk. The first system consists of thin gold films up to 2 microns thick deposited on a silicon substrate. Both microtensile tests of free-standing thin gold films and nanoindentation tests of the thin gold films attached to the silicon substrate have been carried out. A crystal plasticity model of the gold films is calibrated via the simulation of the microtensile tests of free-standing samples. Then the nanoindentation tests of the gold films on a silicon substrate are analyzed to assess the effects of both the film texture and internal stresses on the nanohardness numbers. The second system studied consists of a thin anodic oxide coating on a metal substrate. In-situ tensile stretching of the film coating system under an optical microscope, a scanning electron microscope and an atomic force microscope has been carried out in an effort to better measure the fracture property of nanoscale thin film coatings and the interfacial strength of the coating-substrate interface. A nonlinear finite element analysis of the coating-substrate system is used to extract the mechanical properties of the nanoscale anodic oxide coatings (tens to a few hundreds nanometers) on aluminum alloy substrates.