The authors made a brief review of recent publications by foreign and domestic researchers on the structure, phase composition, and properties of films and coatings of five-component high-entropy alloys (HEA) on various substrates and modification of the HEA surface by various types of processing. The main methods of applying films and coatings are considered: magnetron sputtering, thermal sputtering, laser sputtering, and electrodeposition. Particular attention is paid to the deposition of coatings on stainless steels and titanium alloys. The positive change in the tribological, strength properties, and corrosion resistance of film coatings in a wide temperature range is analyzed and possible causes of the observed effects are discussed. The role of solid solution strengthening, formation of fine-grained structure, and the formation of oxide layers enriched with one of the HEA components were taken into account. The authors identified new methods for applying coatings from HEA and subsequent processing. Using Nb and Ti doping as an example, their role in increasing microhardness, wear resistance, and reducing the friction coefficient in coatings were revealed. Electrolytic polishing, electroerosive machining, mechanical polishing and their combination are considered among the methods of HEA surface treatment. A number of works propose a method of powder borating to increase the surface strength and wear resistance of HEAs. The paper considers analysis of works on electron-beam processing as one of the promising and high efficient methods of HEA surface hardening.