We report the deposition of thin films of the magnetic shape-memory (MSM) alloy Ni-Mn-Ga on different substrates by pulsed laser deposition (PLD). Both standard semiconductors - Si and GaAs - and Ni-Mn-Ga single crystals were used. The films on silicon had a relatively smooth surface and showed large saturation magnetizations, up to 60% of the bulk value, when deposited at substrate temperatures between 500 and 600 degreesC. The films on GaAs, on the contrary, were non-ferromagnetic with a granular surface. In addition, preliminary results of films deposited on Ni-Mn-Ga single crystals indicate that the Ni-Mn-Ga film exhibits the same 6% strain in the magnetic field as the bulk. (C) 2004 Elsevier B.V. All rights reserved.