There is significant interest in the measurement of the equation of state and other parameters at high pressures and low temperatures. An example is iron, which plays a critical role in planetary interiors. Targets are needed to perform these important measurements on experimental platforms such as Omega and the National Ignition Facility. We have developed a process to successfully deposit thick (several tens of microns), stepped iron and tantalum films on thin diamond substrates, to fabricate these targets. We will discuss the technical challenges that were encountered and overcome in their fabrication, such as stress/delamination in the iron system, and in achieving the desired phase in the tantalum system. We will also present characterization results on these targets.