A series of epitaxial single crystal ZnO samples were grown by Pulsed Laser Deposition (PLD) on c-axis, double-side polished sapphire at temperatures ranging from 600°C to 800°C. A comprehensive optical study, consisting of cathodoluminescence (CL) and transmission spectroscopy measurements, was performed before and after annealing the samples in air and oxygen environments. The structural characteristics of the films were observed by x-ray diffraction and transmission electron microscopy (TEM). Using these measurements, the data revealed that annealing significantly improved the luminescence and exciton line-width of the better material grown at the higher end of the temperature range. In lower quality samples grown at the lower end of the temperature range, the optical quality of the material was degraded. In the samples grown at higher temperatures, annealing improved the optical qualities. An increase in the below band-gap, green band emission was also observed under some annealing conditions.