The present thesis is focused on residual stresses and stress relaxation at elevated temperatures of sputtered coatings. The goal was to increase the performance of protective coatings which are subjected to thermal cycles by designing coating architectures with optimized deposition parameters that result in a reduced mismatch of mechanical properties and thermal expansion. First it was found out that the residual stresses in as-deposited single-phase films and the amount of stress relaxation depend decisively on the specific thickness-dependent gradient of point defects originating from film evolution during growth. Compressive stresses, representing different driving forces and the amount of stress relaxation decrease, while the onset temperature of stress relaxation increases with increasing film thickness. In a further step, the addition of a suitable metal phase to TiN in a multilayer arrangement or as a nanocomposite was studied. Magnetron sputtered TiN/Ag and TiN/Cu multilayer thin films as well as nanocomposite films with a metal content up to 45 at.% were characterized. All nanocomposite films exhibit small crystalline domain sizes around 10 nm. In contrast, the multilayer coatings show a strong correlation between domain size and bilayer thickness. It could be also shown that coating stresses and stress evolution during thermal cycling can be tailored by adding a soft phase to a hard coating, giving rise to a reduction of thermal stresses due to plastic deformation in the metal phase. Furthermore, it could be shown that the addition of a soft metal to a nanocomposite coating might enhanced the tribological behavior of the coating, particularly if the soft phase is able to diffuse and form a protecting third body on the surface during application.