Mechanical properties of polyelectrolyte multilayers are of great importance for their various applications like their use as biocompatible surface coatings or for encapsulation and release. Measuring these properties poses considerable experimental problems, since the films of interest are freestanding and/or of nanoscale thickness. We report here on recent method developments based on atomic force microscopy and/or microinterferometry techniques that allow for quantitative measurements on various polyelectrolyte multilayer systems. The results form the basis for a quantitative understanding of structure property relations for these systems, but are as well of interest for other thin film/membrane systems where similar experimental challenges are met.