ZnO films are grown on c-plane sapphire using the pulsed laser deposition method. Systematic studies on the effects of annealing are performed to understand the thermal evolutions of the defects in the films. Particular attention is paid to the discussions of the ZnO/sapphire interface thermal stability, the Zn-vacancy related defects having different microstructures, the origins of the green luminescence (similar to 2.4-2.5 eV) and the near band edge (NBE) emission at 3.23 eV.