Layer-by-layer (LbL) assemblies show promise for global energy and health applications, but their material properties are not well understood. Particularly, little is known about the thermal properties of LbL assemblies because the supporting substrate impedes characterization. It is not initially clear if electrostatic LbL assemblies possess a glass transition temperature or if they are rubbery or glassy at room temperature. Here, large areas of poly(allylamine hydrochloride)/poly(acrylic acid) (PAH/PAA) LbL assemblies were isolated from low surface energy substrates, which facilitates direct thermal characterization via modulated differential scanning calorimetry (MDSC) and thermal gravimetric analysis (TGA). Surprisingly, a glass transition temperature was not observed for the LbL film, regardless of assembly pH, even though homopolymer constituents have well-defined glass transitions. Instead, two endothermic events indicating water loss and covalent cross-linking within the LbL assemblies were observed. TGA and Fourier transform infrared (FTIR) spectroscopy confirm the presence of cross-linking reactions. Results highlight that PAH/PAA LbL films are glassy at room temperature, and have low mobility because of the high density of ion pair crosslinks. The techniques presented here are general, and can be applied to any LbL film.