The synthesis of high quality single crystal thin films and multilayers of pnictide superconductors is critical to explore their intrinsic properties and evaluate novel device applications. In this study, we have grown genuine epitaxial thin films of Co-doped BaFe2As2 (Ba-122) by employing template engineering. The epitaxial thin films on single-crystal (001) SrTiO3 template on (001) LSAT substrates exhibit high transition temperature (Tc, zero resistivity of 21.5K), superior critical current density (Jc) of 4.5 MA/cm2 (4.2K, self field) and strong c-axis flux pinning. We have also studied grain boundary (GB) characteristics of epitaxial Co-doped Ba-122 thin films on SrTiO3 bicrystal substrates. Despite their low anisotropy (Hc2(ab)/Hc2(c)<2), strong vortex pinning and high irreversibility field (Hirr) close to upper critical field (Hc2) which is well over 50 T, the critical current density Jb across [001] tilt GBs of thin film Co-doped Ba-122 bicrystals is strongly depressed, exhibiting weak link GB behavior similar to high-Tc cuprates. Our results suggest that weak-linked GBs are characteristic of high-Tc superconducting compounds with competing orders, low carrier density, and unconventional pairing symmetry. Artificial layered pnictide superlattices offer unique opportunity towards tailoring superconducting properties and understanding the mechanisms of superconductivity by creating model structures which do not exist in nature. For high field applications, very high Jc and Hirr are indispensable along all crystal directions. On the other hand, the development of superconducting devices such as tunnel junctions requires multilayered heterostructures. We have demonstrated that artificially engineered undoped Ba-122 / Co-doped Ba-122 compositionally modulated superlattices produce ab-aligned nanoparticle arrays by layering and self-assembled c-axis aligned defects that combine to produce very large Jc and Hirr enhancements over a wide angular range. We also demonstrate a structurally modulated SrTiO3 (STO) / Co-doped Ba-122 superlattice with atomically sharp interfaces. The synthesis of the epitaxial pnictide thin films and artificial layered superlattices of pnictide superconductors opens many avenues for superconducting electronic device applications and for model experiment in superconductivity.