Nanostructured tungsten trioxide films were fabricated with the technique of glancing angle deposition (GLAD) in a thermal evaporation chamber with a base pressure of 1.3 × 10−4 Pa. Films were deposited at vapor incidence angles of 0°, 20°, 40°, and 50° with film thickness varying between 160 and 200 nm, as determined by spectroscopic ellipsometry. After deposition, samples were heated for 1 h in air at 400 °C and were subsequently intercalated with small amounts (5 to 15 nm) of lithium by dry lithiation, a technique developed in our laboratory. Compared with our previous work on as-deposited nanostructured films, these samples showed significantly enhanced coloration in the infrared region. It was found that the films exhibited an absorption- based coloration in the lower wavelengths as well as an increased reflection in the infrared region. Morphological investigation by atomic force microscopy (AFM) showed grain agglomeration and increased surface roughness upon heating. Our studies further indicate that grain agglomeration significantly contributes to the superior coloration properties of the films.