New correlation consistent basis sets based on both pseudopotential (PP) and all-electron Douglas-Kroll-Hess (DKH) Hamiltonians have been developed from double- to quadruple-zeta quality for the actinide atoms thorium and uranium. Sets for valence electron correlation (5f6s6p6d), cc - pV nZ - PP and cc - pV nZ - DK3, as well as outer-core correlation (valence + 5s5p5d), cc - pwCV nZ - PP and cc - pwCV nZ - DK3, are reported (n = D, T, Q). The -PP sets are constructed in conjunction with small-core, 60-electron PPs, while the -DK3 sets utilized the 3rd-order Douglas-Kroll-Hess scalar relativistic Hamiltonian. Both series of basis sets show systematic convergence towards the complete basis set limit, both at the Hartree-Fock and correlated levels of theory, making them amenable to standard basis set extrapolation techniques. To assess the utility of the new basis sets, extensive coupled cluster composite thermochemistry calculations of ThFn (n = 2 - 4), ThO2, and UFn (n = 4 - 6) have been carried out. After accurately accounting for valence and outer-core correlation, spin-orbit coupling, and even Lamb shift effects, the final 298 K atomization enthalpies of ThF4, ThF3, ThF2, and ThO2 are all within their experimental uncertainties. Bond dissociation energies of ThF4 and ThF3, as well as UF6 and UF5, were similarly accurate. The derived enthalpies of formation for these species also showed a very satisfactory agreement with experiment, demonstrating that the new basis sets allow for the use of accurate composite schemes just as in molecular systems composed only of lighter atoms. The differences between the PP and DK3 approaches were found to increase with the change in formal oxidation state on the actinide atom, approaching 5-6 kcal/mol for the atomization enthalpies of ThF4 and ThO2. The DKH3 atomization energy of ThO2 was calculated to be smaller than the DKH2 value by ∼1 kcal/mol.