Thin films of strontium barium niobate SrxBa1-xNb2O6 (SBN) were successfully fabricated on fused quartz substrates using pulsed laser deposition (PLD) technique. The optical and non-linear optical properties were characterized. High-resolution spectroscopic measurements in either time domain or frequency domain were conducted. For undoped SBN thin films, a broadband emission at UV and extending to the visible was observed by excitation at 355 nm. It is attributed to the exciton luminescence of the SBN host in the film. In degenerate four-wave-mixing (DFWM) measurements, a considerable enhancement of the third order susceptibility chi((3)) by 2 orders of magnitude, in transverse alignment was obtained. High-resolution spectroscopic measurements in frequency domain were conducted at the temperatures varying from 270 K down to 2.3 K. The very well resolved fine structure of D-5(0)-F-7 multiplet emission was observed in the annealed sample. The hole-burning experiment shows a hole of width 100 MHz with depth as high as 30% with the laser pumping at 5774 Angstrom. It is suggested that Eu3+ ions may substitute Nb, occupying 6-fold sites.