While pyrochlore iridate thin films are theoretically predicted to possess a variety of emergent topological properties, experimental verification of these predictions can be obstructed by the challenge in thin film growth. Here we report on the pulsed laser deposition and characterization of thin films of a representative pyrochlore compound Bi2Ir2O7. The films were epitaxially grown on yttria-stabilized zirconia substrates and have lattice constants that are a few percent larger than that of the bulk single crystals. The film composition shows a strong dependence on the oxygen partial pressure. Density-functional-theory calculations indicate the existence of BiIr antisite defects, qualitatively consistent with the high Bi: Ir ratio found in the films. Both Ir and Bi have oxidation states that are lower than their nominal values, suggesting the existence of oxygen deficiency. The iridate thin films show a variety of intriguing transport characteristics, including multiple charge carriers, logarithmic dependence of resistance on temperature, antilocalization corrections to conductance due to spin-orbit interactions, and linear positive magnetoresistance.