Fabrication aspects of PdO thin films and coatings are reviewed here. The work provides and organizes the up-to-date information on the methods to obtain the films. In recent years, the interest in Pd oxide for different applications has increased. Since Pd can be converted into PdO, it is instructive to pay attention to the preparation of the pure and the alloyed Pd films, heterostructures, and nanoparticles synthesized on different substrates. The development of PdO films is presented from the early reports on coatings’ formation by oxidation of Pd foils and wires to present technologies. Modern synthesis/growth routes are gathered into chemical and physical categories. Chemical methods include hydrothermal, electrochemical, electroless deposition, and coating methods, such as impregnation, precipitation, screen printing, ink jet printing, spin or dip coating, chemical vapor deposition (CVD), and atomic layer deposition (ALD), while the physical ones include sputtering and cathodic arc deposition, laser ablation, ion or electron beam-induced deposition, evaporation, and supersonic cluster beam deposition. Analysis of publications indicates that many as-deposited Pd or Pd-oxide films are granular, with a high variety of morphologies and properties targeting very different applications, and they are grown on different substrates. We note that a comparative assessment of the challenges and quality among different films for a specific application is generally missing and, in some cases, it is difficult to make a distinction between a film and a randomly oriented, powder-like (granular), thin compact material. Textured or epitaxial films of Pd or PdO are rare and, if orientation is observed, in most cases, it is obtained accidentally. Some practical details and challenges of Pd oxidation toward PdO and some specific issues concerning application of films are also presented.