This study investigates the mechanisms of formation of plasma-sprayed coatings, through the study of splat morphology and the splat-substrate interface of NiCr single splats sprayed onto Al substrates, at both micro-and nano-scale levels, using a range of electron microscopy techniques. This study provides direct observation of extensive substrate melting, together with chemical inter-mixing with the splat and the formation of metastable interfacial phases (including both non-equilibrium phases and metallic glasses). In addition, voids and a range of oxide phases were observed. The mechanisms of formation of these features are discussed. Two aluminum alloys (with and without Mg additions) and three different sets of substrate surface conditions (polished, and heat treated prior to and during spraying) were used to investigate the variations in splat morphologies induced by the different preparation conditions. It was found that the heating of substrate during spraying significantly reduced splashing.