Evaluation and characterisation of thermal barrier coatings (TBCs) have been conducted correlating microstructure with physical and mechanical properties, to further understand TBC failure mechanisms and performances in this thesis.A modified four-point bending test was employed to investigate the interfacial toughness of atmospheric plasma sprayed TBCs. The delamination of the TBCs occurred mainly within the topcoat. The energy release rate increased from ~50 J/m-2 for as-sprayed conditions to ~120 J/m-2 after annealing at 1150 ºC for 200 hours with a loading phase angle about 42º. Micro X-ray tomography revealed how various types of imperfections developed near the interface and the 3D interface was characterised.Stress measurements by photoluminescence piezospectroscopy (PLPS) and analytical solutions were combined to investigate the local stress around spherically symmetrical portions of a TGO layer formed on Fecralloy. Spherical indenters were used to create curvature with different curvature radii and depths on alloys. The effect of curvature radius on stress was found to be more significant than the depth of local curved area. TGO stress as a function of oxidation time at the curved areas was also discussed. Electron beam physical vapour deposited (EBPVD) TBCs with a β-(Ni,Pt)Al bond coat on CMSX4 substrate were investigated by micro X-ray computed tomography (XCT). The 3D microstructures evolution and damage accumulation were studied. 3D interfacial roughness was calculated and compared to scanning electron microscope image analysis. The calculated interfacial roughness did not change much even after 200 thermal cycles, indicating there was not obvious rumpling in this TBCs sample.Commercial simple and Pt-modified aluminide coatings were studied and compared. Both coatings consisted mainly of β-NiAl phase. Thermogravimetric analysis (TGA) tests indicated that the Pt-modified aluminide coating was much more resistive for oxidation than simple aluminide coating. Instrumented indentation was used to measure the mechanical properties, showing the coatings had similar young's modulus around 130 GPa while Pt-modified aluminide coating was more ductile and had a higher fracture toughness than simple aluminide coating.The Raman spectra of yttria-stabilised zirconia (YSZ) in the temperature range of 25-1100 ºC were investigated. The peak shift and broadening were carefully analysed. The thermal mismatch stress was found to have a negligible effect on the Raman shift. The dependence can be used to monitor the temperature in YSZ without contact.