We report grand canonical ensemble Monte Carlo simulations of thin films of fluid n- and iso-decane confined between two plane-parallel walls. Damped oscillatory solvation pressure profiles were observed. This can be explained by density oscillations of the confined film. Although the united atoms beads in our alkane models are mostly arranged in layers parallel with the walls, some interlayer interdigitation always exists, whatever the model used, at least for the given choice of thermodynamic state. In contrast to the previously studied atomic fluid, it is found that the variation in the average number of molecules with the walls separation is, overall, continuous. The confined alkane fluid exhibits liquid-like behaviour down to a thickness corresponding to a bilayer film. A small step is then observed which presumably corresponds to the solidification of the fluid. We thus conclude that alkane films behave rather differently from atomic (or globular shaped molecules) fluid films, although oscillations in the solvation pressure profiles are observed in both cases. Linear and branched alkanes behave quite similarly, at least for the cases studied here. Attenuated oscillations are found for branched alkanes, in agreement with the most recent experiments, but this does not reflect a huge difference between the (overall disordered) microscopic structure of the confined fluids.