Transfomiation behavior, structural and magnetic phenomena in two thin film series of Ni50.3Mn21.8Ga21.4Fe 6.5/alumina (F1) and Ni51.4Mn28.3Ga 20.3/Mo (F2) composites are studied by means of X-rays, electrical resistivity, various magnetic and dynamical mechanical experiments. Thin films with thicknesses in the range of 0.1 - 5 μm have been deposited on substrates at 50 °C by r.f. magnetron sputtering and subsequently annealed at 800 °C for 1h. Each film in both series is 220-fiber textured. The results show that F2 films are martensitic at room temperature, while Fl films are in the austenite state. Contrary to F2 films, the Fl films demonstrate a considerable thickness dependence of the martensitic transformation temperature in the submicron range. In-plane and out-of-plane magnetic properties of films proved to be thickness-dependent not only in the martensitic state but also in austenite. Due to martensitic transformation, film composites demonstrate elastic anomalies in the dynamic bending or tensile temperature-dependent tests.