This review article presents a survey of the literature on pulsed laser deposited thin film materials used in devices for energy storage and conversion, i.e., lithium microbatteries, supercapacitors, and electrochromic displays. Three classes of materials are considered: Positive electrode materials (cathodes), solid electrolytes, and negative electrode materials (anodes). The growth conditions and electrochemical properties are presented for each material and state-of-the-art of lithium microbatteries are also reported.