The formation of thin aqueous films on top of an aqueous subphase is demonstrated. The films form through a complex spreading process that results in the coexistence of macroscopic lenses and films that are several nanometers thick. Aqueous biphase solutions of poly(ethylene glycol), potassium phosphates, and water are used to form these films. Synchrotron X-ray scattering is used to characterize the structure of the thin film and to probe the adsorption of proteins to the film. X-ray reflectivity measures the layer thickness (4-5 nm) and the roughness of the two interfaces of the film. Surface and interfacial tension measurements, combined with the X-ray measurements, indicate that the films are a thin layer of the bulk solution rather than a monolayer of PEG molecules. The film can be described by an excess free energy with a short range piece (due primarily to capillary wave entropic repulsion) and a long-range van der Waals interaction. Biomolecules, such as proteins, can be trapped at the aqueous-aqueous interface or in the thin film. This idea is demonstrated by an X-ray reflectivity study of ferritin proteins that form a 2-dimensional array at the interface. It is shown that the electron density interfacial profile of the ferritin trapped in this thin film is consistent with the known crystal structure of ferritin. In the absence of the thin film, ferritin does not adsorb to the interface.