The utilisation of hard protective coatings is a growing topic in the field of materials science. Among the reams of possible material combinations, transition metal nitrides (TMNs) are commonly used for thin films in industry to protect tools, or surfaces, which are subject to harmful environmental conditions. Within this class of materials, TiN, TiAlN, and CrAlN can be considered the most important. Nevertheless, forming quarternary compounds, especially with refractory metals like Ta, Mo, or W proofed to be a successful strategy to improve TMNs with respect to their thermal stability, oxidation resistance, and tribological properties. Additionally, borides of transition metals are also in the focus of research as they exhibit outstanding mechanical properties like high melting points and superhardness (H > 40 GPa). Furthermore, also oxide coatings are investigated as they are promising candidates as oxidation resistant coatings. A novel alloying concept, so-called high-entropy alloys (HEAs), has gained particular attention within the last decade. Such materials are defined as alloys with five principal elements in equiatomic or near-equiatomic composition, leading to a configurational entropy of at least 1.5R (R being the universal gas constant). Due to this special composition, compared to conventional alloys (one principal element and several minor elements), properties, like hardness, strength, and toughness are often superior to those of conventional alloys. In parallel to HEAs, also high-entropy ceramics (HECs) moved into in the focus of research. These consist of a solid solution of 5 or more binary nitrides, carbides, oxides, or borides and are believed to exhibit enhanced properties due to the four core effects of HEAs (high entropy; lattice distortion; sluggish diffusion; and cocktail effect). The main subject of this thesis is the investigation of structure and mechanical properties of thin films based on the high-entropy materials concept, with particular emphasis on the thermal stability which, according to the Gibbs free energy, should be improved in the high temperature regime.In this PhD thesis the high-entropy concept applied to nitride, boride, and oxide thin films is investigated. All the coatings investigated were synthesised by (reactive) magnetron sputtering using a single powder-metallurgically produced target, with an equimolar composition of the respective elements or compounds. For the investigation of nitrides, the targets consisted of (Hf, Ta, Ti, V, Zr) or (Al, Ta, Ti, V, Zr) and were sputtered in a mixture of Ar and N2. The boride coatings were prepared either using a compound target consisting of (HfB2, TaB2, VB2, W2B5, ZrB2) or using a ZrB2 target and placing pieces of HfB2, TaB2, TiB2, VB2 on the racetrack. Furthermore, oxide coatings were prepared using a target consisting (Al, Cr, Nb, Ta, Ti) which was sputtered in a mixture of Ar and O2. All the coatings were investigated by X-ray diffraction (XRD), scanning electron microscopy, and nanoindentation. Additionally, vacuum annealing treatments and subsequent XRD and nanoindentation were carried out for every material system. Detailed investigations by transmission electron microscopy (TEM) and atom probe tomography were done for (Hf,Ta,Ti,V,Zr)N and (Hf,Ta,V,W,Zr)B2. The results show that all the investigated material systems are relatively unsensitive to the change of deposition parameters, like reactive gas flow, bias voltage, and substrate temperature. This is especially noteworthy for the oxides, as commonly used oxide coatings such as (Al,Cr)2O3 show a strong dependency on the oxygen flow rate ratio regarding their structure and properties. The mechanical properties, of all the coatings in as-deposited state, show values comparable to binary or ternary coatings. Nevertheless, all investigated materials systems show enhanced thermal stability compared to their respective constituent binaries or ternaries. The structural stability as well as the hardness can be maintained to significantly higher temperatures, leading to the conclusion that diffusion driven processes are strongly retarded in ceramics with a high-entropy metals sublattice.