The stability of high entropy alloys (HEA) is of great importance for various applications in many areas. This review covers one of the most topical areas in this area – the creation of stable multicomponent membrane alloys with improved performance. The review presents an analysis of the results of studies of equiatomic and non-equiatomic four- and five-component alloys, which are successfully used as membrane alloys for hydrogen technologies. An effective method for increasing the strength of membrane alloys is a special heat treatment, as a result of which secondary strengthening phases are precipitated and superlattices are formed. In addition, an unusual morphology of micrograins is formed in the form of cuboid blocks with rounded tops, spheroidal and ellipsoidal grains, consisting of hardening thermodynamically stable γ' and γ-phases isolated during heat treatment. Alloying is an important factor in strengthening HEAs. The influence of alloying with Ni or Cr on the mechanical properties of a number of multicomponent compositions has been analyzed. It is shown that Al + Ti or Al + Nb alloying pairs, structured into matrices of solid solutions of membrane alloys, increase their strength, thermal stability, hydrogen kinetics, and resistance to hydrogen embrittlement. Within the framework of molecular dynamics, the effect of strain hardening of membrane HEAs by multiple deformation has been studied and the mechanism for creating a synergistic effect has been established. The review also presents relatively recently obtained hexa- and pentagonal two-dimensional structures with ultrahigh strength and increased thermal stability and excellent photocatalytic properties, such as MX2 dichalcogenides and their pentagonal configurations, as well as two-dimensional alloys Cu1 – xNix, Ti1 – xNix and compounds Bi1 – xSbx. All these materials are effective catalysts for water dissociation and hydrogen concentration. Particular attention is paid to neural network prediction of interatomic potentials as an effective method of theoretical research for the search for new membrane HEAs.