Methods and apparatus to make multilayer thermal barrier coatings for superalloy substrates such as turbine blades or vanes are disclosed. The methods produce non-homogeneous, nanometer-size, successive layers and a non-homogeneous interfacial layer without the use of baffles. Methods are also disclosed to use a lower cost metallic source and an oxygen bleed to create alumina or tantalum oxide vapor, to use a tantalum oxide or an alumina ingot and a low pressure inert gas feed to direct the vapor clouds, to use pulsed evaporation from a secondary vapor source to create non-homogeneous multilayer coating on non-rotated substrates, to use an electric bias to direct the vapor clouds, and to use a mechanical system to direct the vapor clouds or move and position the article to be coated in the clouds.