Low mechanical loss, high index-of-refraction thin-film coating materials are of particular interest to the gravitational wave detection community, where reduced mirror coating thermal noise in gravitational wave detectors is desirable. Current studies are focused on understanding the loss of amorphous metal oxides such as SiO(2), Ta(2)O(5) and HfO(2). Here, we report recent measurements of the temperature dependence of the mechanical loss of ion-beam sputtered hafnium dioxide (HfO(2)) coatings that have undergone heat treatment. The results indicate that, even when partially crystallized, these coatings have lower loss than amorphous Ta(2)O(5) films below similar to 100 K and that their loss exhibits some features which are heat-treatment dependent in the temperature range of similar to 100-200 K, with higher heat treatment yielding lower mechanical loss. The potential for using silica doping of hafnia coatings to prevent crystallization is discussed.