A growing family of two-dimensional (2D) transition metal carbides or nitrides, known as MXenes, have received increasing attention because of their unique properties, such as metallic conductivity and good hydrophilicity. The studies on MXenes have been widely pursued, given the composition diversity of the parent MAX phases. This review focuses on MXene films, an important form of MXene-based materials for practical applications. We summarized the synthesis methods of MXenes, focusing on emerging synthesis strategies and reaction mechanisms. The advanced assembly technologies of MXene films, including vacuum-assisted filtration, spin-coating methods, and several other approaches, were then highlighted. Finally, recent progress in the applications of MXene films in electrochemical energy storage, membrane separation, electromagnetic shielding fields, and burgeoning areas, as well as the correlation between compositions, architecture, and performance, was discussed.