One of the main challenges nowadays concerning nanostructured materials is the understanding of the heat transfer mechanisms, which are of the utmost relevance for many specific applications. There are different methods to characterize thermal conductivity at the nanoscale and in films, but in most cases, metrology, good resolution, fast time acquisition, and sample preparation are the issues. In this chapter, we will discuss one of the most fascinating techniques used for thermal characterization, the scanning thermal microscopy (SThM), which can provide simultaneously topographic and thermal information of the samples under study with nanometer resolution and with virtually no sample preparation needed. This method is based on using a nanothermometer, which can also be used as heater element, integrated into an atomic force microscope (AFM) cantilever. The chapter will start with a historical introduction of the technique, followed by the different kinds of probes and operation modes that can be used. Then, some of the equations and heating models used to extract the thermal conductivity from these measurements will be briefly discussed. Finally, different examples of actual measurements performed on films will be shown. Most of these results deal with thermoelectric thin films, where the thermal conductivity characterization is one of the most important parameters to optimize their performance for real applications.