Demands for designing prime reliant, energy-efficient, and high-performance thermal barrier coatings (TBCs) in gas turbines have led to a growing interest toward comprehensive microstructural characterization. Here we investigate the novel use of high-energy X-rays for small-angle X-ray scattering (SAXS), together with wide-angle scattering and radiography, for the depth-resolved characterization of TBCs grown by electron beam physical vapor deposition (EB-PVD). The coating microstructure is found to consist of columns perpendicular to the substrate, extending through the thickness, with a [001] growth texture and significant intercolumnar porosity. In addition, overshadowing effects during deposition together with gas entrapment give rise to nanoscale intracolumnar porosity consisting of featherlike and globular pores. Radiography showed an increase in the total porosity, from 15 % near the substrate to 25% near the coating surface, which is ascribed to an increase in the intercolumnar spacing at the top of the coating. By contrast, the small-angle scattering studies, which are sensitive to fine features, showed the pore internal surface area to be greatest near the substrate.