Magnetic head materials are required to have high saturation magnetization and the thermal stability of soft magnetic properties. We have developed, compositionally modulated nitride films (CMNF). The CMNF composed of Pe-(Nb,Zr,Ta,Ti)-N have high saturation magnetization and Pe-Zr-N shows especially the high thermal stability of soft magnetic properties. _ Nb and Ta addition to Pe-Zr-N is so effective in preventing it from surface oxidization during annealing that the CMNF composed of Pe-(Nb,Ta)-Zr-N have been studied. Fe-Nb-Zr-N have high saturation magnetization Ms (Ms ~ 1. 7T), high initial permeability It! (It! ~ 3000) and small saturation magnetostriction A s (I A sl< 1 x 10-6) after 600°C annealing in a magnetic field. The CMNF composed of Pe-(Nb,Ta)-Zr-N are good for practical use of magnetic recording heads.