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The recently reported 9–15 K superconductivity in Nd_0.8Sr_0.2NiO₂/SrTiO₃ heterostructures that were fabricated by a soft-chemical topotactic reduction approach based on precursor Nd_0.8Sr_0.2NiO₃ thin films deposited on SrTiO₃ substrates, has excited an immediate surge of research interest. To explore an alternative physical path instead of chemical reduction to realizing superconductivity in this compound, using pulsed laser deposition, we systematically fabricated 63 Nd_0.8Sr_0.2NiO_x (NSNO) thin films at a wide range of oxygen partial pressures on various oxide substrates. Transport measurements did not find any signature of superconductivity in all the 63 thin-film samples. With the oxygen content reducing in the NSNO films by lowering the deposition oxygen pressure, the NSNO films are getting more resistive and finally become insulating. Furthermore, we tried to cap a 20-nm …