Ferromagnetic thin films of the A-site nano-ordered double perovskite LaBaCo(2)O(5.5+δ) (LBCO) were grown on (001) MgO, and their structural and magnetic properties were characterized. The as-grown films have an excellent epitaxial behavior with atomically sharp interfaces, with the c-axis of the LBCO structure lying in the film plane and the interface relationship given by (100)(LBCO)//(001)(MgO) and [001](LBCO)//[100](MgO) or [010](MgO). The as-grown LBCO films exhibit a giant magnetoresistance (54% at 40 K under 7 T) and an anomalous magnetic hysteresis, depending strongly on the temperature and the applied magnetic field scan width.