This dissertation presents optical studies of correlated oxide thin films mainly through the use of spectroscopic ellipsometry. The main focus is on exploring how electron- electron interactions shape the electronic properties of various transition metal oxides, although work on weakly correlated CrO₂ is also included. Epitaxial strain and temperature are employed as "tuning knobs" for material properties, often inducing and in one case completely suppressing a phase transition. A series of nickelate thin films of varying thickness and strain are investigated over broad energy and temperature ranges, spanning both the insulating and metallic phases. The far-infrared parts of the spectra are studied in the context of the extended Drude model. A detailed analysis is carried out to assess the energy scales associated with the transfer of electronic spectral weight across the insulator-to-metal transition and within the metallic state. These results are then compared to the predictions of the Mott-Hubbrad model for correlated electron systems. Additionally, a similar analysis is employed to study thin films of V₂O₃, which exhibits and insulator-to-metal transition at ̃ 150 K. Finally, a study of the ferromagnetic transition in half-metallic CrO₂ is presented. The optical response of the films along various crystallographic directions is extracted from ellipsometry data and a comparison to existing band structure calculations is presented