High entropy materials (HEMs) consist of five or more elements in near equal-atomic percentages and stabilize their structures due to high configurational entropy. The interactions between the manifold incorporated elements could give rise to unusual and often outstanding properties, such as excellent mechanical properties, electric properties, and magnetic properties, making them promising for applications in electric devices, semiconductors, engines, hard disks, and sensors. This study aims to synthesize high entropy materials and investigate the relationships between chemical compositions, microstructures, and functional properties. To fabricate various metallic thin films, including metallic glasses and high entropy alloys (HEAs), we employ magnetron sputtering and extensively study the processing-microstructure-property relationship to optimize thin film performance. Additionally, we successfully fabricate a high entropy selenide thin film using a combination of magnetron sputtering and chemical vapor deposition (CVD). Finally, we demonstrate a low-cost, facile, and effective method for synthesizing three- to eight-element single-phase high entropy oxide (HEO) nanoparticles using electrospinning. Chapter 3 investigates the impact of processing-induced local nanoscale heterogeneity of CuZr thin film metallic glasses (TFMGs) on the mechanical and electrical properties by single-target sputtering and co-sputtering methods. Chapter 4 explores the enhanced coercivity of magnetron sputtered Alnico α1 films on Pt/TiO2/SiO2/Si substrates, resulting from the Pt interdiffusion between the α1 phase and Pt buffer layer. In Chapter 5, we develop a two-step vapor deposition method to grow a new (FeCoNiCrMo)Sex high entropy selenide thin film by magnetron sputtering of HEA films and followed by selenization with CVD, which exhibits excellent electrical and optical properties. In Chapter 6, we demonstrate a low-cost, facile, and effective method to synthesize three- to eight-element single-phase spinel magnetic HEO nanoparticles by electrospinning and low-temperature ambient annealing. HEMs offer a promising avenue for achieving extraordinary material properties beyond traditional dilute materials by expanding the multi-dimensional compositional space to a gigantic stoichiometry. This dissertation work demonstrates various successful synthesis methods for fabricating HEMs, which can be modified or combined to tailor the synthesis of HEMs to specific applications. The resulting materials can then be characterized and optimized for their desired properties.