Magnetic soft robots have shown great potential for biomedical applications due to their high shape reconfigurability, motion agility, and multi-functionality in physiological environments. Magnetic soft robots with multi-layer structures can enhance the loading capacity and function complexity for targeted delivery. However, the interactions between soft entities have yet to be fully investigated, and thus the assembly of magnetic soft robots with on-demand motion modes from multiple film-like layers is still challenging. Herein, we model and tailor the magnetic interaction between soft film-like layers with distinct in-plane structures, and then realize multi-layer soft robots that are capable of performing agile motions and targeted adhesion. Each layer of the robot consists of a soft magnetic substrate and an adhesive film. The mechanical properties and adhesion performance of the adhesive films are systematically characterized. The robot is capable of performing two locomotion modes, i.e., translational motion and tumbling motion, and also the on-demand separation with one side layer adhered to tissues. Simulation results are presented, which have a good qualitative agreement with the experimental results. The feasibility of using the robot to perform multi-target adhesion in a stomach is validated in both ex-vivo and in-vivo experiments.