Electrical, optical, and magnetic properties of oxide materials can often be controlled by varying the oxygen content. Here we outline two approaches for varying the oxygen content and provide concrete examples for tuning the electrical properties of SrTiO3-based heterostructures. In the first approach, the oxygen content is controlled by varying the deposition parameters during a pulsed laser deposition. In the second approach, the oxygen content is tuned by subjecting the samples to annealing in oxygen at elevated temperatures after the film growth. The approaches can be used for a wide range of oxides and nonoxide materials where the properties are sensitive to a change in the oxidation state. The approaches differ significantly from electrostatic gating, which is often used to change the electronic properties of confined electronic systems such as those observed in SrTiO3-based heterostructures. By controlling the oxygen vacancy concentration, we are able to control the carrier density over many orders of magnitude, even in nonconfined electronic systems. Moreover, properties can be controlled, which are not sensitive to the density of itinerant electrons.