Instrumented indentation is well-suited as a technique for probing mechanical behaviour of coatings; it requires minimal specimen preparation, can be performed multiple times on a single specimen, and can measure behaviour over various length scales, by recourse to appropriate indenter tip selection. However, the complex nature of the deformation fields under the tip, coupled with complex (e.g. anisotropy, nonlinearity) coating properties necessitates robust means of interpretation in order to extract stress-strain behaviour. Here we present a simple method, based on empirical work by Tabor, for converting coating indentation force-depth data to stress-strain curves. Using this method, results of indentation can thus be used to quantify mechanical behaviour of coatings deposited by different processes, and subjected to post-processing treatments, providing a powerful supplement to microstructural characterization. In addition, we show how anisotropic elasticity of coatings, measured via indentation, can qualitatively identify the existence of different microstructual features. Finally, we explore subsurface strain mapping as a technique to quantitatively compare elastoplastic behaviour of coatings to bulk, isotropic materials.