The present review describes the preparation of thin films of high temperature superconducting (HTSC) compounds such as YBaCuO, BiSrCaCuO and TlBaCaCuO using both physical and chemical transport methods on various substrates and buffer layers. Physical transport methods reviewed are MBE, laser ablation, electron beam evaporation and magnetron sputtering, whereas the chemical methods are mainly OMCVD and spray pyrolysis. The critical superconducting temperatures (T(c)) and spray pyrolysis. The critical superconducting temperatures (T(c)) and currents (J(c)) are given for each HTSC compound and its substrate. Results obtained by the author's laboratory on laser ablation and OMCVD aof YBaCuO and OMCVD and spray pyrolysis of YBaCuO and BiSrCaCuO are also presented. The advantages and disadvantages are discussed for each of the HTSC compounds, the substrates, and the physical or chemical deposition methods. The status of possible applications is briefly mentioned as well as some present and future trends in research.