Methods of fabricating one or more semiconductor fin structures are provided which include: providing a substrate structure including a first semiconductor material; providing a fin stack(s) above the substrate structure, the fin stack(s) including at least one semiconductor layer, which includes a second semiconductor material; depositing a conformal protective film over the fin stack(s) and the substrate structure; and etching the substrate structure using, at least in part, the fin stack(s) as a mask to facilitate defining the one or more semiconductor fin structures. The conformal protective film protects sidewalls of the at least one semiconductor layer of the fin stack(s) from etching during etching of the substrate structure. As one example, the first semiconductor material may be or include silicon, the second semiconductor material may be or include silicon germanium, and the conformal protective film may be, in one example, silicon nitride.