Transition metal oxides (TMOs) possess peculiar electronic structures and exhibit diverse properties due to the complex interplay between electron spin, charge, orbital and lattice degrees of freedom, leading to various functionalities such as different magnetic structures, metal-to-insulator transitions, colossal magnetoresistance and high-temperature superconductivity. Recently developed epitaxial growth techniques (e.g., PLD or MBE) allow to create new artificial and atomically precise thin films and heterostructures of various transition metal oxide compounds with specific chemical compositions and crystal structures. Epitaxial strain, lower dimensionality and different symmetry constraints along with the reconstruction of spin, charge and orbitals at the interfaces provide new routes to modify their properties as well as give rise to novel nontrivial states, which are not present in their bulk counterparts. The objective of this Ph.D. research work is to study these effects in transition-metal oxide thin films deposited on different substrates. Magnetic structures of three different transition metal oxide thin films: BiFeO₃, SrFeO₃₋ₓ and Cu₂OSeO₃ were investigated using state-of-the-art neutron scattering techniques and a superconducting quantum interference device (SQUID) magnetometer. The influence of the magnetic field on spin cycloid in a room-temperature multiferroic BiFeO₃ thin film was investigated using a triple-axis neutron scattering instrument. Next, the thesis presents an investigation of Brownmillerite (BM)-SrFeO₃₋ₓ thin films where temperature dependent neutron scattering and SQUID magnetometry measurements were carried out to determine the precise magnetic structure and to search for new unknown magnetic phases. Furthermore, using small-angle neutron scattering and SQUID magnetometry measurements, a comparison of the magnetic phases in a multiferroic Cu₂OSeO₃ single crystal and a Cu₂OSeO₃ thin film grown on a MgO substrate is presented. This thesis presents important information for the investigated TMO thin films that would lead to the advancement of fundamental condensed matter physics as well as novel multifunctional TMO thin films that hold immense potential for future technological applications, including sensors, memory storages, spintronics, and quantum computations.