Thin hard coatings for wear protection usually do not consist of single layers but of stacks of alternating sublayers which have to meet different demands. With respect to X-ray residual stress analysis (XSA) such multilayer systems pose a series of challenges. In addition to those problems which generally arise in thin film diffraction like small layer thickness or strong texture, neighbouring sublayers with similar chemical composition may superimpose each other, or sublayers of identical structure and composition, which contribute to the same diffraction line, are separated by other sublayers. Starting from a formalism that yields the X-ray penetration depth tau in multilayer systems of arbitrary sublayer sequences, we show how a combination of measurements using 'conventional' photon sources available at any X-ray lab and synchrotron radiation allowing for wavelength tuning near the TiK beta absorption edge, can be used to evaluate the residual stress state in the top sublayer stack of a hard coating multilayer system deposited by chemical vapour deposition.