This chapter summarizes the results of plasma electrolytic oxidation (PEO) of metals such as Zr, Al, Ti, Zn, Nb, Hf, Ta, Y, and Gd in electrolytes containing Ln2O3(Ln = Eu, Sm, Pr, Tm, Dy, Er, Ho), CeO2, and Tb3O4 particles to form oxide coatings that can be used as photoluminescent (PL) materials. ZrO2:Eu3+, HfO2:Eu3+, Y2O3:Eu3+, and Gd2O3:Eu3+ coatings formed by PEO of Zr, Hf, Y, and Gd, respectively, show very high PL intensity at5D0 → 7F2 transition of Eu3+ under UV excitation, which makes these coatings suitable for red solid-state lighting. PEO-based coatings of Eu3+-doped ZrO2, Nb2O5, Gd2O3, and TiO2 are acceptable as sensors for luminescence thermometry (noncontact temperature measurement). PEO of Al in an electrolyte containing CeO2, Eu2O3, or Sm2O3 is suitable for the formation of Al2O3 coatings doped with Ce3+, Eu2+, or Sm2+ ions and exhibiting strong PL emission bands with maxima at about 345 nm, 410 nm, and 688 nm, respectively. PEO coatings (ZrO2, Ta2O5, etc.) doped with Er3+/Yb3+ and Ho3+/Yb3+ show up-conversion PL at 980 nm excitation.