We discuss the reactive sputter deposition of metal oxide nanolaminates on unheated substrates using four archetypical examples: ZrO(2)-Al(2)O(3), HfO(2)-Al(2)O(3), ZrO(2)-Y(2)O(3,) and ZrO(2)-TiO(2). The pseudobinary bulk phase diagrams corresponding to these nanolaminates represent three types of interfaces. I. Complete immiscibility (ZrO(2)-Al(2)O(3) and HfO(2)-Al(2)O(3)). II. Complete miscibility (ZrO(2)-Y(2)O(3)). III. Limited miscibility without a common end-member lattice (ZrO(2)-TiO(2)). We found that, although reactive sputter deposition is a far-from-equilibrium process, thermodynamic considerations strongly influence both phase formation within layers and at interfaces. We show that pseudobinary phase diagrams can be used to predict interfacial cation mixing in the nanolaminates. However, size effects must be considered to predict specific structures. In the absence of pseudoepitaxy, size effects play a significant role in determining the nanocrystalline phases that form within a layer (e.g. tetragonal ZrO(2), tetragonal HfO(2), and orthorhombic HfO(2)) and at interfaces (e.g. monoclinic (Zr,Ti)O(2)). These phases are not bulk standard temperature and pressure phases. Their formation is understood in terms of self-assembly into the lowest energy structure in individual critical nuclei.