We have studied the lattice structure of variously oriented lead iron niobate (PFN) thin films with thicknesses of 50 < t < 500 nm that were deposited by pulsed laser deposition (PLD). We have identified that (001)-, (110)-, and (111)-oriented PFN thin films have tetragonal, orthorhombic, and rhombohedral phases at room temperature, respectively. The change in phase stability, when deposited on substrates of different orientations, is discussed with respect to the influence of epitaxial stress.