Thin films and multilayers are ideal systems to study the dependence of the mechanical properties on various length scales: grain size, film thickness, layer thickness, compositional modulation and dislocation cell size. Special techniques are required to perform tensile tests on thin films, which can be free-standing, or in the case of metallic films less than 1 mm thick, supported on thin, compliant polymeric substrates, such as Kapton. These techniqes allow determination of stiffness, anelastic behavior, yield stress, work hardening and fracture, all of which depend in characteristic ways on the various length scales. The development of stress in a thin film during deposition can be studied by measuring the curvature of the substrate (usually by laser reflection, often in situ) or the average lattice parameter (by X-ray diffraction). The development of the stress is strongly affected by the evolution of the microsctructure. Interfaces play a particularly important role. For example, the trade-off between surface and grain-boundary energies provides the (tensile) strain energy in island coalescence. Examples will be given from metallic (Cu, Ag,..) and ceramic (YSZ) films.