Important new applications are possible today in the fields of energy conversion and storage by the application of thin and nanostructured solid films on surfaces. These special films, or multiple films, will be integral parts of the energy systems in the near future for the production of useful thermal and electrical energy and for energy saving applications, especially in buildings. We review the research in this direction. As we are facing the threats of insufficient energy supply and the greenhouse gas emissions from the intense use of fossil sources, we realize that the impacts as well as the future of the solar energy systems have been greatly underestimated. We review the work on solar thermal systems and energy saving applications. The efficient use of solar thermal technologies is very important for the introduction of a sizeable share of environmentally friendly renewable energy sources. New and nano structured materials along with the design and the geometry of advanced systems, capable of achieving high temperatures, as well as on integrated collection and storage systems have been proposed. Recent progress in high-vacuum technology and new materials had a remarkable effect in thin-film quality and cost. As a result new thermal absorbers have appeared along with new evaluation methods. We also present work on low-e coatings and electrochromic thin films that are very important for thermal energy savings in buildings and increase the efficiency of devices. For the photovoltaic solar energy conversion we present results on thin film solar cells and the efforts on dye sensitized nanostructured and organic solar cells.