High-throughput and systematic studies of complex materials systems using the approach of “continuous phase diagramming” (CPD) are described in this article. The discussions focus on the techniques of epitaxial film synthesis of CPD and mapping physical and structural properties, using two different material systems as examples: doped perovskite manganese oxides and magnetic alloys. In doped perovskite manganese oxides, a highly correlated system, mapping the optical, electrical, and magnetic properties, reveals surprising evidence of electronic phase transitions that correlate with the low-temperature magnetic order. In magnetic alloys, application of CPD, particularly using real-time characterization during epitaxial growth, makes it possible to examine structure–property relations systematically.