Thin films of rare earth (RE)-doped BiFeO3 (where RE=Sm, Ho, Pr and Nd) were grown on LaAlO3 substrates by using the pulsed laser deposition technique. All the films show a single phase of rhombohedral structure with space group R3c. The saturated magnetization in the Ho- and Sm-doped films is much larger than the values reported in the literature, and is observed at quite a low field of 0.2 T. For Ho and Sm doping, the magnetization increases as the film becomes thinner, suggesting that the observed magnetism is mostly due to a surface effect. In the case of Nd doping, even though the thin film has a large magnetic moment, the mechanism seems to be different.