The thermo-mechanical properties and residual stresses of various layered and graded coating materials were studied to gain a better understanding of thick coatings used in a variety of applications, including thermal barrier coatings, wear resistant coatings, and corrosion barriers. A new technique based on curvature measurements and successive build-up of layers of the coating was developed in order to allow the convenient and accurate determination of stresses and properties of thick and/or graded coatings, in order to complement previous work on thin films and thick homogeneous coatings. The new technique allows the determination of processing-induced residual stresses, Young's modulus, and coefficient of thermal expansion through the thickness of the coating, and also as a function of temperature at any given thickness position. The new technique was used, along with x-ray diffraction, neutron diffraction, and instrumented sharp indentation, to evaluate the properties of a variety of coating material systems. The material systems studied include Ni-A120 3 , NiCrAlY-ZrO 2, and homogeneous Mo coatings produced by plasma spray deposition on steel substrates. The through-thickness residual stresses in the coatings were determined, along with the variation of the coefficient of thermal expansion as a function of composition, and the Young's modulus. The influence of the two main factors contributing to the overall residual stresses in the coatings were also separated and calculated quantitatively:​ the thermal mismatch stress between the coating and substrate upon cooling from the deposition temperature to room temperature, and the quenching stress due to initial solidification of the coating on the substrates. A better understanding of the properties of thick layered and graded coatings was achieved, and guidelines for the experimental determination and optimization of coatings stresses and properties are presented.