An approximately 125 nm thick pulsed laser deposited blue, nonstoichiometric WO3-delta film grows on TiO2 (110) in the  direction. Oxidative treatment at 400 degrees C turns the film color from blue to yellow and improves the film quality considerably, as shown by improvement of the Kiessig oscillations in the X-ray reflectometry curves. Detailed analysis of resonant valence band photoemission spectra of the as-deposited nonstoichiometric blue film and oxidized yellow film suggests that a transition near the Fermi energy originates from the nonstoichiometry, i.e., oxygen deficiency, and insofar poses electronic defect states that partially can be eliminated by heat treatment in oxygen. The defects of the as-deposited blue film seem to be located throughout the film, except for the top surface due to exposure to oxygen in ambient air. Thermal after-treatment under oxygen heals the defects in the bulk, whereas residual defect states appear to remain near the film-substrate interface. Potential strain at the substrate-film interface due to lattice mismatch may be one origin for the remanence of the defect states in the bulk.