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Multilayers of tungsten carbide/carbon (WC/C) with an amorphous structure and multilayers of titanium nitride/titanium-aluminum nitride (TiN/(Ti,Al)N) with a polycrystalline structure, prepared by physical vapor deposition have been subjected to nanoindentation testing. The investigation has been aimed at establishing whether the load-displacement responses provides accurate information on the fracture mechanisms and whether such mechanisms can be characterized using a new technique for cross-sectional electron microscopy of the nanoindentations. Analysis of the load-displacement curves showed that it can be used to identify the cracking mechanisms occurring in the multilayers and that cross sectioning of the nanoindentations is necessary if a more complete understanding of the multilayer coatings behavior is required.