  Mn$_2$VAl Heusler alloy films were epitaxially grown on MgO(100) single
crystal substrates by means of ultra-high-vacuum magnetron sputtering. A2 and
L2$_1$ type Mn$_2$VAl order was controlled by the deposition temperatures.
A2-type Mn$_2$VAl films showed no spontaneous magnetization and L2$_1$-type
Mn$_2$VAl films showed ferrimagnetic behavior with a maximum saturation
magnetization of 220 emu/cm$^3$ at room temperature. An antiferromagnetic
reflection was observed with neutron diffraction at room temperature for an
A2-type Mn$_2$VAl film deposited at 400$^\circ$C. A bilayer sample of the
antiferromagnetic A2 Mn$_2$VAl and Fe showed an exchange bias of 120 Oe at 10
K.
