Paramagnetic solid-state NMR of lanthanide (Ln) containing materials can be challenging due to the high electron spin states possible for the Ln f electrons, which result in large paramagnetic shifts, and these difficulties are compounded for 17O due to the low natural abundance and quadrupolar character. In this work, we present examples of 17O NMR experiments for lanthanide oxides and strategies to overcome these difficulties. In particular, we record and assign the 17O NMR spectra of monoclinic Sm2O3 and Eu2O3 for the first time, as well as performing density functional theory (DFT) calculations to gain further insight into the spectra. The temperature dependence of the Sm3+ and Eu3+ magnetic susceptibilities are investigated by measuring the 17O shift of the cubic sesquioxides over a wide temperature range, which reveal non-Curie temperature dependence due to the presence of low-lying electronic states. This behaviour is reproduced by calculating the electron spin as a function of temperature, yielding shifts which agree well with the experimental values. Using the understanding of the magnetic behaviour gained from the sesquioxides, we then explore the local oxygen environments in 15 at% Sm- and Eu-substituted CeO2, with the 17O NMR spectrum exhibiting signals due to environments with zero, one and two nearest neighbour Ln ions, as well as further splitting due to oxygen vacancies. Finally, we extract an activation energy for oxygen vacancy motion in these systems of 0.35 ± 0.02 eV from the Arrhenius temperature dependence of the 17O T1 relaxation constants, which is found to be independent of the Ln ion within error. The relation of this activation energy to literature values for oxygen diffusion in Ln-substituted CeO2 is discussed to infer mechanistic information which can be applied to further develop these materials as solid-state oxide-ion conductors.