Since the discovery of Fe-based superconductors, a lot of effort has been devoted to growing single crystals and epitaxial thin films of them for fundamental studies and applied research of superconductivity. As a result, epitaxial thin films of the most of Fe-based superconductors have been realized. However, some of the materials, namely pristine and transition-metal-doped (Li,Fe)OHFeSe, hydrogen-doped LnFeAsO (Ln=Nd and Sm), Co-doped SmFeAsO, and K-doped BaFe2As2 have been available only in the form of single crystals due to, e.g., the difficulty in doping hydrogen, obtaining high-quality sintered bulks for the target used for pulsed laser deposition, and controlling volatile elements. By solving those issues, the aforementioned compounds have been successfully fabricated as epitaxial thin films in recent years. Unlike single crystals, transport critical current measurements are relatively easy on thin films, which can help evaluate the application potential. In this article, we give an overview over the growth methods for epitaxial thin films of those compounds, followed by their physical properties, especially focusing on electrical transport.