In oxidizing environments, the protection of metals and alloys against further oxidation at high temperature is provided by the oxide film itself. This protection is efficient only if the formed film adheres well to the metal (substrate), i.e., without microcracks and spalls induced by thermomechanical stresses. In this study, the residual stresses at both macroscopic and microscopic scales in the oxide film adhering to the substrate and over the damaged areas have been rigorously determined on the same samples for both techniques. Ni-30Cr and Fe-47Cr alloys have been oxidized together at 900 and 1000 °C, respectively, to create films with a thickness of a few microns. A multi-scale approach was adopted: macroscopic stress was determined by conventional X-ray diffraction and Raman spectroscopy, while microscopic residual stress mappings were performed over different types of bucklings using Raman micro-spectroscopy and synchrotron micro-diffraction. A very good agreement is found at macro- and microscales between the residual stress values obtained with both techniques, giving confidence on the reliability of the measurements. In addition, relevant structural information at the interface between the metallic substrate and the oxide layer was collected by micro-diffraction, a non-destructive technique that allows mapping through the oxide layer, and both the grain size and the crystallographic orientation of the supporting polycrystalline metal located either under a buckling or not were measured.