The new alloying concept, known as high-entropy alloys (HEAs) or multi-principal elements alloys (MPEAs) are a new emerging class of perspective materials that possess a wide range of unique properties. Since the appearance of the first studies of HEAs, more than 1000 scientific works were published. It was investigated relationship between microstructure of new alloys, which can include SS (with BCC, FCC and HCP structures), IM and even amorphous state and their physical properties. It was shown that the HEAs possess different outstanding functional properties, like superconductivity with transition temperature Tc = 7.3 K, high level electrical resistivity, high saturated magnetization, high corrosion resistance, good hydrogen storage properties, as a template for graphene production. For achievement superior mechanical behavior and thermal stability it was designed and produced protective coatings based on HEAs. However, the research of nitride coatings based on HEA are still very limited. Clearly, the understanding of features of microstructure such non-homogeneous complex systems is essential in order to move in the improvement of the physical properties of high-entropy thin films with different intrinsic architecture.