Good performance of optical coatings depends on the appropriate combination of optical and mechanical properties. Therefore, successful applications require good understanding of the relationship between optical microstructural and mechanical characteristics and film stability. In addition, there is a lack of standard mechanical tests that allow one to compare film properties measured in different laboratories. We give an overview of the methodology of mechanical measurements suitable for optical coatings; this includes depth-sensing indentation, scratch resistance, friction, abrasion and wear testing, and stress and adhesion evaluation. We used the techniques mentioned above in the same laboratory to systematically compare the mechanical behavior of frequently used high- and low-index materials, namely, TiO2, Ta2O5, and SiO2, prepared by different complementary techniques. They include ion-beam-assisted deposition by electron-beam evaporation, magnetron sputtering, dual-ion-beam sputtering, plasma-enhanced chemical-vapor deposition, and filtered cathodic arc deposition. The mechanical properties are correlated with the film microstructure that is inherently related to energetic conditions during film growth.