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Thin silica and silica-titania films doped with sulfide nanocrystals of controlled size were fabricated by a method based on the preparation of colloidal particles and their introduction into a glassy matrix through the sol-gel method. Colloidal sols of composition HgxCd1-xS and PbxCd1-xS (with x ranging from 0 to 1) were prepared and used to dope alkoxide solutions for the deposition of thin silica and silica-titania films. Optical absorption spectra were taken on both precursor colloidal sols and derived doped films. X-ray diffraction characterization gave structural information on the nature and size of particles in powders obtained by precipitation from colloidal sols and in doped films. The advantages and limits of the investigated systems are discussed in light of possible applications. The nonlinear properties of the most interesting PbS-doped planar waveguides have been investigated in the near-infrared, at 1.064 μm. A reversible nonlinear effect was measured, with n2 values ranging from -5 to -20×10-9 cm2/kW. [ABSTRACT FROM AUTHOR]