Over the past few years bulk pyrochlore iridates of the form A2Ir2O7 (where A is a rare earth element, Ir is iridium, and O is oxygen) have been studied as model systems for investigating the interplay of electronic correlations and strong spin-orbit coupling, particularly with the aim of finding correlation-driven topological phases. In this work, we use cellular dynamical mean field theory (CDMFT) to study effects of electronic correlations beyond Hartree-Fock theory in thin films of pyrochlore irradiates grown along the [111] direction. We focus on the bilayer and trilayer systems, and compute the phase diagrams of these systems as a function of electron-electron interaction strength, which is modeled by an on-site Hubbard interaction. By evaluating the Z2 invariant and Chern number using formulas based on the single-particle Green's function and the quasiparticle effective Hamiltonian, we show that on-site correlations can drive an interaction-induced topological phase transition, turning a time-reversal invariant topological insulator and a nearly flat band metal to a correlated Chern insulator (CI) in bilayer and trilayer systems, respectively. By comparing with the Hartree-Fock results, the CDMFT results show that quantum fluctuations enhance the robustness of the interaction-driven CI phase in the thin films. Furthermore, our numerical analysis of the quasiparticle spectrum reveals that the topological phases we find in our many-body calculations are adiabatically connected to those in the single-particle picture.