Thin films of nanocomposite materials arouse a lot of interest due to their excellent mechanical, electrical, optical, tribological properties and also by the vast field of application. This chapter covers some techniques of thin films growth, such as the processes of physical vapor deposition, such as magnetron sputtering; the processes of chemical vapor deposition; layer-by-layer; among other techniques. Additionally, relevant features and applications of some nanocomposites thin films are presented. The wide variety of thin films growth techniques have allowed the development of several devices including those that act as: transistors, actuators, sensors, solar cells, devices with shape memory effect, organic light-emitting diodes (OLEDs), thermoelectric devices.