A full characterization of amorphous or nanostructured coatings at the microstructural level has some intrinsic difficulties associated with the lack of long range order and reference compounds, which often make difficult their study. Only by the combination of different characterization techniques is possible in many cases to achieve valuable chemical and structural information. In this paper, three different systems were used to illustrate how the combination of characterization techniques, as TEM associated to ED or EELS, EFTEM, SEM, XPS, RBS and XRD was determinant to correlate microstructure with deposition parameters and properties in such complex systems. The coatings were deposited on silicon and AISI M2 steel substrates by magnetron sputtering under different Ar/N2 gas mixtures from Ti and C targets (system 1 and 2) or a Si target (system 3). In each case, the performed characterization allowed to get a deeper understanding of the whole system and explain their mechanical response. The studied systems are: (i) Ti-TiN-CNx multilayered coatings: the chemical and structural analysis shows that a gradual enrichment in nitrogen and nitride phases from the metallic substrate to the CNx top layer is responsible for the improvement of the adhesion properties. (ii) Ti-C-N: the existence of a nanocrystalline TiC phase embedded in an amorphous carbon matrix is demonstrated by the microstructural and chemical analysis for samples prepared under pure Ar. When N2 is introduced in the gas phase, the nanocrystalline structure is not seen and the chemical composition is enriched in amorphous non-stoichiometric CNx. (iii) SiOxNy: although the coatings present similar composition, small differences in microstructure are observed, which can be responsible for different mechanical properties.