In this work, we describe the design and first experimental results of a new setup that combines evaporation of liquids in ultrahigh vacuum conditions with in situ high sensitivity thermal characterization of thin films. Organic compounds are deposited from the vapor directly onto a liquid nitrogen cooled substrate, permitting the preparation and characterization of glassy films. The substrate consists of a microfabricated, membrane-based nanocalorimeter that permits in situ measurements of heat capacity under ultrafast heating rates (up to 10(5) K/s) in the temperature range of 100-300 K. Three glass forming liquids-toluene, methanol, and acetic acid-are characterized. The spikes in heat capacity related to the glass-transition temperature, the fictive temperature and, in some cases, the onset temperature of crystallization are determined for several heating rates.