Transition metal oxides have attracted widespread attention due to their broad range of fascinating exotic phenomena such as multiferroicity, superconductivity, colossal magnetoresistance and metal-to-insulator transition. Due to the interplay between spin, charge, lattice and orbital degrees of freedom of strongly correlated d electrons, these physical properties are extremely sensitive to the external perturbations such as magnetic field, charge carrier doping and pressure, which provide a unique chance in search for novel exotic quantum states. Ruthenate systems are a typical strongly correlated system, with rich ordered states and their properties are extremely sensitive to external stimuli. Recently, the experimental observation of spin-orbit coupling induced Mott insulator in Sr2IrO4 as well as the theoretical prediction of topological insulating state in other iridates, have attracted tremendous interest in the physics of strong correlation and spin-orbit coupling in 4d/5d compounds. We observe an itinerant ferromagnetic ground state of Ca2RuO4 film in stark contrast to the Mott-insulating state in bulk Ca2RuO4. We have also established the epitaxial strain effect on the transport and magnetic properties for the (Ca,Sr)2RuO4 thin films. For Sr2IrO4 thin films, we will show that the Jeff = 1/2 moment orientation can be modulated by epitaxial strain. In addition, we discovered novel Ba7Ir3O13+x thin films which exhibit colossal permittivity.