With the envisioned use as high-temperature materials, the thermal stability of three high entropy alloy thin films, based on the system MoNbTaW with additional Cr, Ti or V, was studied. All films were deposited by high power impulse magnetron sputtering and subsequently annealed in vacuum up to a temperature of 1200 °C and analyzed by X-ray diffraction. The obtained body-centered cubic structure in the as-deposited state remained stable up to the maximum annealing temperature. Measurements of the residual stress by wafer curvature and sin ²Ψ method revealed a general reduction of the stress with annealing temperature due to defect annihilation.