The existence of cross-over resonances makes saturated-absorption spectra very complicated when external magnetic field B is applied. It is demonstrated for the first time that the use of micrometric-thin cells (MTC, $Lapprox40,mu$m) allows application of SA for quantitative studies of frequency splittings and shifts of the Rb atomic transitions in a wide range of external magnetic fields, from 0.2 up to 6 kG (20-600 mT). We compare the SA spectra obtained with the MTC with those obtained with other techniques, and present applications for optical magnetometry with micrometer spatial resolution and a broadly tunable optical frequency reference.