For engineering applications of thin films, appropriate combination of high hardness with other properties (such as high toughness, low residual stress, good adhesion with substrate and oxidation resistance) is of vital importance. Super high hardness alone does not have too much use. For practical application, hardness and toughness are of the same importance. This paper gives a critical review on toughening methodologies for hard nanostructural thin films, these are: ductile phase toughening, nanograin boundary strengthening and sliding, composition and structure grading, multilayer design, carbon nanotube toughening, phase transformation toughening, compressive stress toughening, etc. A summary is given to cap the essence of toughening methodologies in terms of increasing the storage or dissipation of plastic energy.