Fundamental knowledge on the flow dynamics and in particular the turbulent heat flux in film cooling flows is essential for the future design process of efficient cooling geometries. Thermographic PIV has been used to measure temperature and velocity fields in flows emanating from cylindrical effusion holes simultaneously. The measurements were carried out in a closed-loop, heated wind tunnel facility at a repetition rate of 6 kHz. Due to the high frame rate of the measurements, the unsteady flow dynamics could be resolved. For a density ratio of DR = 1.6 and a momentum ratio of I = 8, the jet ejected from the cylindrical effusion hole lifts off the surface. From the instantaneous measurements it could be observed that pockets of hot air are entrained into the coolant forcing the relatively fast cooling air to dodge the slow main flow air. These shear layer fluctuations result in turbulent heat fluxes that do not follow the gradient diffusion hypothesis which is often used in RANS models. In addition to these experimental investigations, numerical results from RANS simulations with the k-ω-SST turbulence model are presented that were carried out as basis for future investigations on turbulent heat flux modeling.