The present invention provides a composite material, preferably an ophthalmic device, more preferably a contact lens, which comprises a vesicle-containing coating including at least one layer of a vesicle and one layer of a polyionic material having charges opposite the charges of the vesicle. Such composite material can find use in biomedical applications, for example, a device for localized drug delivery and an in vivo analyte sensor such as glucose sensing contact lens. By lifting off the vesicle-containing coating from a substrate, a self-standing membrane (film) capable of encapsulating a wide variety of guest materials can be prepared. In addition, the invention provides methods for making vesicle-containing composite and film materials of the present invention.