The characterisation of near surface mechanical is performed with the three-axial surface force apparatus developed in our laboratory and equipped with a diamond tip. Load and depth-sensing nanoindentation experiments are coupled with topographic surface imaging procedures performed with the same tip to determine, from the residual indent, the actual contact area. The test procedure includes dynamic normal and tangential stiffness measurements, simultaneously to the quasi-static ones. These accurate measurements associated with an appropriate mechanical modelling give access to the elasto-plastic properties of the material and to its structure (surface layers, film thickness). The recent development of a new nano-machining test allows us to go further. The material is removed from the surface until a prescribed depth using both normal and tangential motion of the same diamond tip. First, in the case of rough surfaces, this procedure creates a new and near flat surface, necessary to perform reliable nanoindentation tests. Second, it is possible to access to the mechanical properties at a desired depth. Third, as the friction and loading force are recorded continuously during the process, a map of friction coefficient can be drawn and the dissipated energy required to create the worn surface can be calculated. Information such as wear rate during the nano-machining process is also obtained. In this paper, this method is used to obtain the mechanical structure and the elastoplastic properties of zinc dithiophosphate anti-wear films. The results of the indentation tests coupled with an appropriate mechanical modelling show that the film has the capability to accommodate the contact pressure by work-hardening, which can explain its good anti-wear efficiency. This is confirmed by nano-machining experiments.