Binary ZrCu nanocomposite amorphous films are synthetized by pulsed laser deposition (PLD) under vacuum (2 × 10−3 Pa) and 10 Pa He pressure, leading to fully amorphous compact and nanogranular morphologies, respectively. Then, post-thermal annealing treatments are carried out to explore thermal stability and crystallization phenomena together with the evolution of mechanical properties. Compact films exhibit larger thermal stability with partial crystallization phenomena starting at 420 °C, still to be completed at 550 °C, while nanogranular films exhibit early-stage crystallization at 300 °C and completed at 485 °C. The microstructural differences are related to a distinct evolution of mechanical properties and residual stress, with compact TFMGs showing the highest values of Young’s modulus (157 GPa), hardness (12 GPa), strain rate sensitivity (0.096), and local residual stress (+691 MPa) upon annealing at 550 °C, while nanogranular films reach the maximum values of mechanical properties at 485 °C followed by relaxation at higher temperatures due to complete crystallization. We show that PLD in combination with post-thermal annealing can generate different families of amorphous films with varying nanoscale morphologies, resulting in tunable mechanical properties and thermal stability, which can thus be used for designing novel film configurations for different fields of application.