Residual stress is an unavoidable physical phenomenon in the coating process, and it directly affects the mechanical and optical properties as well as the long-term stability of the film. Owing to the development of modern materials science and engineering technologies, the detection of film residual stress is an important link in scientific research and industrial applications. Hence, it is crucial to evaluate the reliability of materials. In this study, seven types of residual stress detection methods for coating films, including traditional physical detection technology and a new combined detection technology, are reviewed from the perspectives of global and local stress detection. The detection principle, formula derivation, precision comparison, application cases, applicable conditions, and limitations of each method are described in detail. Significant differences exist in the applicability of different detection technologies, and it is necessary to comprehensively consider the material characteristics, application background, and actual requirements of the film to select the most suitable detection method. This study provides both a comprehensive overview of coating film stress detection technology for researchers and a reference for technology selection and optimization in practical applications.