To explore structure and properties of refractory high entropy alloy (HEA) thin films, targets with five different equimolar compositions based on the MoNbTaW system and alloyed with Ti, V, Cr, Mn or Hf were used for the synthesis of films by high power impulse magnetron sputtering. All HEA films showed a body-centered cubic structure and a dense, columnar morphology as revealed by X-ray diffraction and transmission electron microscopy, respectively. Alloying of the additional element affects the film stress and the mechanical properties. The overall compressive stress state present in the films was distributed inhomogeneously with an expected gradient along the film growth direction. Hardness and Young's modulus values ranging from 14 to 17 GPa and 230 to 295 GPa, respectively, were measured by nanoindentation.