The microstructure of materials is generally, macroscopically, anisotropic and/or inhomogeneous. Traditional diffraction analyses do not take into account this anisotropy and/or inhomogeneity of microstructural features. Thus obtained results can be incomplete, ambiguous, or even erroneous. In this work instrumental requirements (application of parallel beam diffractometers with X-ray lenses or X-ray mirrors and parallel-plate collimators in the laboratory and at synchrotron beam lines) and methodological approaches for the diffraction analysis of anisotropic and inhomogeneous microstructures have been discussed and have been illustrated on the basis of two experimental examples: analysis of the anisotropic nature of the structural imperfection of a sputterdeposited Ti3Al layer and analysis of the anisotropic and inhomogeneous elastic grain interaction in a sputter-deposited Ni layer.