Lateral diffusion of three different dye molecules (terrylene and two perylene diimides) in 4 to 225 nm thin films of 8CB liquid crystals in the smectic-A phase has been investigated on a single molecule level. The influence of film thickness on tracer diffusion can be qualitatively modeled by a hydrodynamic approach. Molecular tracking experiments as well as fluorescence correlation (FCS) studies reveal the presence of diffusion dynamics which span a range of at least more than one order of magnitude in time, which is much larger than the reported anisotropic self-diffusion observed for 8CB bulk samples. We tentatively assign the heterogeneity to the formation of diffusion limiting domains on a micrometer scale within the 8CB films or at the interfaces.