Oxide thin films and interfaces exhibit a variety of novel magnetic phenomena, which are unknown in well-crystallized bulk material. The origin of these phenomena must be sought in the changes in electronic structure due to broken symmetry, strain, and electronic or atomic reconstruction, including oxygen and cation defects. These effects are first discussed in magnetically ordered 3d oxide thin films and heterostructures, wherein a metal-insulator transition up on changing film thickness may influence the magnetism. In heterojunctions, the interface magnetic order can be modified, and exchange bias may appear. A high-temperature ferromagnetic-like response in dilute and undoped oxide films appears to be associated with defects near the substrate interface. A two-dimensional electron gas emerges at interfaces of a polar oxide and SrTiO3, where electronic reconstruction brings electrons into the bottom of the Ti d band; ferromagnetism then emerges as a result of localized or delocalized d states in the presence of atomic defects.