MgB2 superconducting films have been successfully fabricated on single crystal MgO( 111 ) and c-AL2O3 substrates by different methods. The film deposited by pulsed laser deposition is c-axis oriented with zero resistance transition temperature of 38.4 K,while the other two films fabricated by chemical vapor deposition and electrophoresis are c-axis textured with the zero resistance transition temperature of 38 K and 39 K, respectively. Magnetization hysteresis measurements yield critical current density Jc of 107 A/cm2 at 15 K in zero field for the thin film and of 105 A/cm2 for the thick film. For the thin film deposited by chemical vapor deposition, the microwave surface resistance at 10 K is found to be as low as 100 μΩ, which is comparable with that of a high-quality high-temperature superconducting thin film of YBCO.