NdFeAs(O,F) thin films with different fluorine contents were grown on 5° or 10° vicinal cut MgO and CaF2 single crystalline substrates by molecular beam epitaxy. Structural characterisations from reflection high-energy electron diffraction and x-ray diffraction confirmed the epitaxial growth of NdFeAs(O,F). The resistivities of the ab-plane and along the c-axis (ρab and ρc) were derived from the resistivity measurements in the longitudinal and transversal directions. The c-axis resistivity was always higher than ρab, resulting from the anisotropic electronic structure. The resistivity anisotropy at 300 K was almost constant in the range of 50 ≤ γρ ≤ 90 irrespective of the fluorine content. On the other hand, at 56 K showed a strong fluorine dependence: was over 200 for the films with optimum fluorine contents (superconducting transition temperature Tc around 50 K), whereas γρ was around 70 for the films in the under-doped regime (Tc between 35 and 45 K). The mass anisotropy ( and are the effective masses along the c-axis and on the ab-plane) close to Tc derived from the anisotropic Ginzburg-Landau approach using the angular-dependency of ρab was in the range from 2–5. On the assumption , those values are small compared to the normal state anisotropy.