Rapid materials screening and combinatorial development of thin film multilayer electro-optical devices is essential for fast research and development progress and the implementation of device structures into commercial products. A well-established and reliable film preparation technique within the required nanometer film thickness range is vapor deposition. The combinatorial approach underlying this feature article is based on the preparation of linear or step gradient and the preparation of sectors of material combinations or device structures by using mask movements in combination with a rotation of the substrate. Both of the two principles are combined to obtain an infinite number of possible libraries with different complexity, which may differ in each sector by the layer thickness, the sequence of layers, and the material selection. In addition by simultaneous evaporation using two or more sources and varying the deposition rate, material compositions can also be created. In this feature article we review our work on combinatorial material screening and combinatorial optimization of multilayer thin film organic electro-optical devices prepared by vapor deposition. This article covers results on organic light emitting devices (OLEDs), organic solar cells, the orientation behavior of formanisotropic functional molecules on alignment layers and the in situ preparation and orientation of rodlike and thermally stable aromatic polyimides.