Thin films of Fe-based superconductors (FBS) have been utilized in a plethora of different experiments for a fundamental understanding of the superconductivity in these materials, as well as for understanding and improving the materials with regard to possible applications. The developments and progress in thin film growth of these materials in the past 10 years are reviewed with a focus on the two main deposition techniques used so far for FBS (pulsed laser deposition, and molecular beam epitaxy). Possible choices of substrates or buffer systems are motivated and explained with regard to misfit, thermal expansion, chemical stability, etc. In the second part of this review, investigations on tuning the superconducting properties, especially critical temperature Tc and critical current density Jc, in FBS thin films are reviewed.