Polyelectrolyte layer-by-layer (LbL) films have many applications, but several parameters and procedures during film fabrication determine their morphology and molecular arrangement, with important practical consequences. Here we have used optical second-harmonic generation (SHG) to investigate the molecular ordering of LbL films containing the anionic azopolymer PS-119 and the cationic polyelectrolyte PAH. We show that spontaneous drying leads to laterally homogeneous and isotropic films, while the opposite occurs for nitrogen-flow drying. The effect of film thickness and pH of the assembling/rinsing solutions on the molecular ordering was also investigated. The optical nonlinearity tends to significantly decrease for thicker films (similar to 10 bilayers), and a slight alternation of SHG intensity for films with odd or even number of layers (complete vs incomplete bilayers) was also observed, which results from the reorientation of azopolymer groups in the last layer after adsorption of an additional PAH layer. We propose a qualitative electrostatic model to explain the pH dependence of film growth and azopolymer orientation, which is based on changes of the charge density of the substrate and PAH and on different ionic screening of electrostatic interactions at various pH values. We also found that the nonlinear response presents a gradual and significant reduction upon heating, which is inconsistent with a glass transition temperature for these ultrathin LbL films. The thermal stability is improved with a combination of low ionic strength and higher charge density of the polyelectrolytes and substrate, which promotes better interlayer complexation. The SHG signal is recovered upon cooling, although for some conditions the molecular arrangement became anisotropic after a heating/cooling cycle. Such detailed information about the structural order of thin nonlinear optical azopolymer LbL films demonstrates that SHG is a powerful technique to probe the film structure at the molecular level, with important consequences for their applications in optical devices.