Pulsed laser deposition has been used to prepare thin films of the high entropy alloy AlCrFeCoNiCu. The 35 nm films were deposited in ultra-high vacuum onto glass at room temperature and above and analysed using X-ray diffraction and X-ray photoelectron spectroscopy. Films deposited at room temperature exhibit a mix of FCC and BCC reflections, the FCC crystallites having size similar to the film thickness, but the BCC crystallites are larger. The intensity of the reflections from both crystal structures reduce with increasing deposition temperature, the fall in BCC commencing at lower temperature than the FCC associated with a reduction of the content of Al and Cu. X-ray photoelectron spectroscopy shows that the films deposited at room temperature are closer to stoichiometry than those at higher temperatures. An important feature of the X-ray photoelectron spectroscopy depth profiles is surface segregation, the outer 3 nm of the high entropy alloy films has higher concentration of Al and, to a lesser extent, Cr.