Thin film on substrate can be characterized by UV-absorption. But it depends whether your film is semi-conducting or what is the film constituted of. If the film is semi-conducting, then band gap can be determined. Moreover, SEM/TEM can be done if the sample has been deposited on silicon wafer. Moreover XRD of the film can be done by which different xrd peaks can be identified and crystallite size can be determined.
The choice of methods is related to your thin film material and what you want to know about it.
Is it epitaxial? Then RHEED or LEED can be used to detect crystallographic orientation, lattice parameters etc. Is it magnetic? Then MOKE would be a good instrument. Are you interested in the surface roughness or the material composition? Try SEM (with EDX). Is it conductive? Are you interested in heat conductivity, abrasion resistance, hydrophobicity, ...?
There's a lot of non-destructive characterization methods, depending on the parameters you want to know.
Few different nondestructive methods can be used, such as AFM , which can be used to control roughness , grain shape , orientation of film ( preferential or not). By XRD it is possible to determine phase composition, crystalline size, TEM is very useful tool...
It depends what you want to know, what the films are, and how thick. For example X-Ray Photoelectron Spectroscopy (XPS) for film surface chemistry (a few nm penetration) may be better than EDX in SEM. Raman and FTIR might be useful, particularly for organics. You could use X-Ray Reflectivity and Spectroscopic Ellipsometry to study layer structure and interfaces. Atomic Force Microscopy for the surface structure etc.
As stated above it depends on coating-substrate system and on properties you are interested in.
For hardness nano-test with small loads is suitable.
For pores characterization - a solution that reacts with substrate under coating (if pores are present) giving a coloured product , e.g. K3[Fe(CN)6] + NaCl water solution for iron-based substrates.
Surface wettability by advancing contact angle measurement (ASTM D7334) is also a non-destructive technique.
As well Ellipsometry (spectroscopic) to determine the thickness and optical properties of your thin film. It is non-destructive and even if you have an Imaging ellipsometer, you can detect microstructured surfaces (down to 1 micron lateral, and 1 nm in z)
Characterization of thin film materials is a broad science. Eg. Mechanical properties, physical and chemical properties.
If it is related to mechanical properties, nanoindentation and nanoscratch tests are the proper techniques to characterize thin film properties. For more details go through below links. These articles might be helpful.