The residual stress (RS) status induced in the substrate of coated materials by the coating process plays frequently a major role in lending the component’s characteristics. RS assessment can give, thus, a substantial contribution in justifying different cases of failure or else bad performance of coated components due to e.g. the coating delamination or to other occurrences which are not simply interpretable via the conventional mechanical tests or microstructure analyses. The adoption of both neutron diffraction (ND) and X-ray diffraction (XRD) techniques has revealed its usefulness in assessing the RS values in proximity of the coating interface area, respectively, without any layer removal or hole drilling at the extreme surface. In this paper, some real cases of RS determination in coated materials by using these techniques and exploiting their complementarity are described. ND, in particular, is very suitable for crucial applications, where a much different stress situation than that assessed by XRD could be present at some depth below the surface. The results achieved can yield trends adoptable in monitoring of the coating features.