Thin films of oxygen-conducting materials are expected to exhibit enhanced oxygen permeability, due to their reduced diffusion path. Two such materials, yttria-stabilised zirconia (YSZ) and ceria gadolinium oxide (CGO), were deposited onto anodic alumina substrates by electron beam evaporation of the parent materials. Continuous films 200-400 nm thick were characterised through SEM and XRD analysis. It was found that the substrate temperature during deposition strongly influenced the structure and stability of the films, with the original simple cubic structure being retained at deposition temperatures above 450 °C. Attempts to deposit thin films of a yttria-doped SrCoO3-δ perovskite were unsuccessful, due to melting of the material during deposition and thermal diffusion into the substrate.