Nanostructured coatings of (Ti-Zr-Hf-V-Nb)N were obtained by the Cathodic Arc Vapor Deposition (CAVD) method. To investigate these coatings, a number of complementary methods of elemental and structural analysis were used, namely, slow positron beam (SPB), proton microbeam (μ-PIXE), micro- and nanoelectron beam (EDS and SEM analyses), and X-ray diffraction method (XRD), including method of “α-sin2φ” measurement of a stress-strain state (X-ray strain measurement). Additionally, the texture of coatings before and after annealing up to 873 K (for time of annealingτ=30 min) was also investigated. It was shown that increasing of stress-strain state in the coating during deposition increases the resistance to oxidation at high temperatures of annealing. It was also found that the redistribution of elements and defects, as well as their alignment (segregation), appeared due to thermally stimulated diffusion. It is also connected with the process of spinodal segregation near grain boundaries and interfaces around the grains and subgrains.