WO₃ thin films evaporated on unheated substrates were found to be substoichiometric and microcrystalline in nature as found by the ellipsometric studies, density, and porosity measurements. In this investigation, we measured the optical constants of WO₃ thin films and of M_xWO₃ (M  =  H⁺, Li⁺, and Na⁺) bronzes (with different concentrations, x) after being annealed at different temperatures over the range 298 to 453 K without and within an oxygen plasma environment using manual ellipsometry. It was found that the changes in film density and porosity of WO₃ thin film when annealed at the temperature 413 K (without oxygen plasma) were not more than 3% and 12%, respectively, from the room temperature data. The thermo-optic coefficient (TOC) and electronic polarizability coefficient of WO₃ thin film increased from 1.064  ×  10^−  4 to 5.73  ×  10^−  4  K^−  1 and 0.1  ×  10^−  26 to 0.3  ×  10^−  26  cm³ K^−  1, respectively, as a result of annealing the film at 413 K for 24 h. The samples H_xWO₃ (x  =  0.172) and Li_xWO₃ (x  =  0.28, 0.332) upon annealing at 453 K (without and within oxygen plasma) over different annealing periods showed an increase in the TOC and in polarizability coefficients; as a result, the overall increase was from 0.15  ×  ^{10  −  4} to 8.7  ×  10^−  4  K^−  1 and 0.1  ×  ^{10  −  27} to 0.4  ×  10^−  26  cm³ K^−  1, respectively. By contrast, the samples H_0.27WO₃, Li_0.125WO₃, Na_0.164WO₃, and Na_0.21WO₃ attained negative TOCs after being annealed at 453 K over certain periods of time. In this case, the overall decrease in the TOC was from −0.9  ×  10^−  4 to −6.7  ×  10^−  3  K^−  1, and the coefficient of temperature dependence of density decreased from −2.22  ×  10^−  4 to −25.1  ×  10^−  3  g cm^−  3 K^−  1. These new data were interpreted using different analytical models. Distinct annealing modes involve discrete chemical processes, and these processes were explained using separate chemical relations.