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We present a review of the use of selected nanofabricated thin films to deliver a host of capabilities and insights spanning bioanalytical and biophysical chemistry, materials science, and fundamental molecular-level research. We discuss approaches where thin films have been vital, enabling experimental studies using a variety of optical spectroscopies across the visible and infrared spectral range, electron microscopies, and related techniques such as electron energy loss spectroscopy, X-ray photoelectron spectroscopy, and single molecule sensing. We anchor this broad discussion by highlighting two particularly exciting exemplars: a thin-walled nanofluidic sample cell concept that has advanced the discovery horizons of ultrafast spectroscopy and of electron microscopy investigations of in-liquid samples; and a unique class of thin-film-based nanofluidic devices, designed around a nanopore, with expansive prospects for single molecule sensing. Free-standing, low-stress silicon nitride membranes are a canonical structural element for these applications, and we elucidate the fabrication and resulting features—including mechanical stability, optical properties, X-ray and electron scattering properties, and chemical nature—of this material in this format. We also outline design and performance principles and include a discussion of underlying material preparations and properties suitable for understanding the use of alternative thin-film materials such as graphene.