Ferroelectric thin films including undoped and doped PZT (lead zirconate titanate), BaTiO3 (barium titanate), SBN (strontium barium niobate), KNbO3 (potassium niobate), PBN (lead barium niobate), KNSBN (potassium sodium strontium barium niobate), and LiNbO3 (lithium niobate) were made on silicon and fused silica substrates by a sol-gel process. A heterojunction effect was observed in ferroelectric thin films on both n-silicon and p-silicon through measurement of I- V characteristics, and by the demonstration ofa photocurrent effect. Transparent and preferentially orientated SBN thin films on fused silica substrates can be obtained by applying a d.c. electric field during heat treatment. The films have structral and optical anisotropies as well as photorefractive properties. Two-wave mixing experiment was demonstrated by using these films and a maxmum holographic efficiency of near 1% was obtained.