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We fabricated ferromagnetic nano-crystalline thin films of Co, Fe, Co–Fe and Co-rich and Fe-rich, Co–MT and Fe–MT (MT = transition metal), constituted by nano-sheets with a controlled slant. Visualization of these nano-sheets by Scanning Tunneling Microscopy and High-Resolution Transmission Electron Microscopy (HRTEM) showed typically tilt angles ≈56° with respect to the substrate plane, and nano-sheets ≈3.0–4.0 nm thick, ≈30–100 nm wide, and ≈200–300 nm long, with an inter-sheet distance of ≈0.9–1.2 nm, depending on their constitutive elements. Induced by this nano-morphology, these films exhibited large uniaxial magnetic anisotropy in the plane, the easy direction of magnetization being parallel to the longitudinal direction of the nano-sheets. In the as-grown films, typical values of the anisotropy field were between Hk ≈ 48 and 110 kA/m depending on composition. The changes in the nano-morphology caused by thermal treatments, and hence in the anisotropic properties, were also visualized by HRTEM, including chemical analysis at the nano-scale. Some films retained their nano-sheet morphology and increased their anisotropies by up to three times after being heated to at least 500 °C: for example, the thermal treatments produced crystallization processes and the growth of CoV and CoFe magnetic phases, maintaining the nano-sheet morphology. In contrast, other annealed films, Co, Fe, CoZn, CoCu… lost their nano-sheet morphology and hence their anisotropies. This work opens a path of study for these new magnetically anisotropic materials, particularly with respect to the nano-morphological and structural changes related to the increase in magnetic anisotropy.