WO3 thin films have been annealed in air in the temperature range 20-450 degreesC and the changes in grain size and crystallographic structure have been investigated as a function of the annealing conditions. During annealing, important changes in grain size and structure occur and have been characterised by electron microscopy and electron diffraction. As the annealing temperature increases, the monoclinic structure successively transforms to WO3.1/3 H2O phase, hexagonal WO3, WO3-x (Magneli phases) and monoclinic WO3. The formation of WO3-x was only observed when the thin film was annealed on its substrate. This nonstoichiometric WO3-x phase exhibits specific fringe contrast imaging of well-ordered crystallographic shear planes. The most frequent Magneli phase we have observed corresponds to the W40O118 is structure.