The chemical and phase compositions and structure of the Fe-N-O films produced by reactive dc magnetron sputtering (in Ar or Ar + N-2 gas mixture atmospheres) under different conditions (energy parameters of magnetron, residual pressure in the magnetron chamber after preliminary pumping, operating pressure in gas mixture) have been investigated by energy-dispersive X-ray spectroscopy, X-ray diffraction analysis, and vibrating sample magnetometry. Impurity of nitrogen and oxygen, which are present in the sputtered films, participate in the formation of their phase composition and determine its features. Some phenomena inherent in the nanocrystalline films in the metastable state were found. These are the formation of supersaturated bcc interstitial alpha Fe-based solid solution and precipitation of alpha' nitrous martensite with bct crystal lattice. The magnetic structure of the Fe-N-O films, which is characterized by the existence of stochastic domains discovered by correlation magnetometry method, is discussed in terms of the random anisotropy model. It was found that two modes of the magnetic anisotropy field of stochastic domains are formed, which determine the existence of two modes of the coercive field found in the magnetic hysteresis loops.