It is well known that mechanical properties of materials are dependent on the volume of material that is deformed. This size effect has been investigated for metal nanostructures and thin films. However, to date there are no known studies of how confined geometries affect properties of BCC metals. The current investigation began with the aim of shedding new light on this open question. Because it allows for isothermal tensile tests of thin films in a temperature regime from cryogenic to elevated temperatures, the approach taken is that of bulge testing. Molybdenum was chosen as a starting material because of its insensitivity to oxidation at temperatures below 300 °C. After describing the coating procedure and the parameters associated with the coating process, the coating microstructure is presented. Qualitative results for investigation of the oxidation of Mo thin films are also presented. We then describe the method to obtain free-standing thin films. Finally, the apparatus for performing bulge tests and several stress–strain curves is presented. Due to limitations with the measurement equipment, for the current round of experiments, it was not possible to test the Molybdenum films at temperatures high enough to induce a brittle-to-ductile transition.