Nitrides are used as coatings and thin films for a wide range of applications. The study and use of nitrides in the recent decades have shifted towards ternary, quaternary or even higher order (complex) nitrides. There is an interest to use ternary and quaternary nitrides for machining and thermoelectric materials, because it gives the possibility to choose composition and thereby design the materials properties. This thesis presents research results on TiAlN and and TiAlN-based coatings that are used as hard coatings for machining and on ternary scandium nitrides that are of interest for thin films for thermoelectric applications. The high-pressure high-temperature behavior of cubic TiAlN deposited on cubic boron nitride has been experimentally studied. It has been shown that the spinodal decomposition, which means decomposition into cubic domains enriched in TiN and AlN, is delayed as a result of high pressure compared to ambient pressure. No chemical interaction between coating and substrate occurs. TiZrAlN has been theoretically and experimentally studied at high temperature. The results show that the when Zr-content is decreased and the Al-content is increased the decomposition route changes from nucleation and growth to spinodal decomposition. The microstructure evolution with temperature depends on the initial composition. In the case where the decompositon starts with only spinodal decomposition the microstructure at 1100 °C consists of domains that are larger than in the case where the decomposition occurs by nucleation and growth. ScMN₂ (M=V, Nb, Ta) phases have been experimentally demonstrated for M=Nb and Ta in a few studies, but have not been much investigated. In this theseis, their crystal structure, stability, elastic properties, electronic structure and thermoelectric properties have been studied. At 0 K and 0 GPa it has been shown that these three phases are thermodynamically and elastically stable. Additionally, these are narrow-bandgap semiconductors and their thermoelectric properties can be tuned by doping. Pressure has a stabilizing effect on these structures. When pressure increases from 0-150 GPa the elastic constants and moduli increases in the range 53-317 %.