This paper provides a review of the state of the art on the study of the fatigue behaviour of mechanical components coated with thin hard corrosion-resistant coatings such as the physically or chemically vapour deposited ones. Some references address the experimental characterization of the fatigue resistance of coated steel and light alloys. Some coatings have been observed to prove effective against fatigue both in air and in aggressive environment. Numerical models and theoretical-numerical procedures have also been developed to shed light on the fatigue behaviour of coated components and to foresee the number of cycles until failure. As a matter of fact, the combination of good fatigue and anti-corrosion properties can significantly increase the performances of mechanical components operating in aggressive environments.