In this study, NbTaMoW medium-entropy alloy films were prepared using a cosputtering apparatus with four sputter guns. Pure-element targets were used for sputtering. The rotational speeds of the substrate holder (RS) were 1–30 rpm. Lower RS values resulted in the formed films exhibiting a multilayer stacked structure with a cyclical gradient concentration. The crystalline phases, mechanical properties, and oxidation behavior of the prepared NbTaMoW films were investigated. The uniformity of the prepared multilayered alloy films increased with the RS value. The monolithic NbTaMoW alloy films prepared at 30 rpm exhibited a single body-centered cubic (BCC) phase, hardness of 12.9 GPa, and Young's modulus of 278 GPa. The BCC phase evolved into a combination of multiple BCC phases when RS was <10 rpm. The multilayered NbTaMoW alloy films prepared at 10 rpm exhibited high hardness of 14.1 GPa and a comparable Young's modulus of 274 GPa. The prepared NbTaMoW films exhibited activation energy of 104 kJ/mol at 350–600 °C in air, and MoO3 was volatilized at temperatures of ≥550 °C. The monolithic and multilayered NbTaMoW films with a thickness of approximately 1240 nm were completely oxidized after annealing at 600 °C for 2 h.