The continuously recording indentation responses of a number of coated systems, mainly thin (<10 μm) hard nitride coatings on stainless steels and a powder metallurgy tool steel, have been explored using nanoindentation with indenter displacements increasing progressively to values greater than the coating thickness. The resultant load-displacement data have been analyzed not only to produce conventional load-displacement (P-δ) plots but also to examine the relationship between P and δ2. Recent models have proposed that there should be a linear P-δ2 relationship for homogeneous systems and that such plots have the potential to reveal the load/displacement regimes in which either the coating or the substrate, or both, are dominant in controlling the overall behavior of the coated system. By utilizing point-to-point differentiation of the P-δ2 relationship, this paper extends this approach to confirm not only that these different regimes of behavior may be readily experimentally identified in this way, but also that further details, such as the propagation of cracks, may be recognized. Our analysis also provides a valuable experimental link to models describing the near-surface deformation behavior of coated systems.