There have been many interests in exploring multiferroic materials with superior ferroelectric and magnetic properties for the purpose of developing multifunctional devices. Fabrication of thin films plays an important role in achieving this purpose, since the multiferroicity can be tuned via strain, dimensionality, and size effect, without varying the chemical composition. Here, we report exotic multiferroic behaviors, including high-TC (~75 K) ferroelectric state, a large spontaneous polarization (~4900 μC/m(2)) and relatively strong ferromagnetism emerging at ~105 K, in orthorhombic GdMnO3/SrTiO3 (001) thin films with self-assembled nano-scale twin-like domains. We propose a possible ab-plane spiral-spin-order phase to be responsible for the large spontaneous polarization in the films, which can only be stabilized by relatively high magnetic field H > 6 T in the bulk crystals. It is suggested that the nano-scale twin-like domain structure is essential for the high temperature ferroelectricity and ferromagnetism of the thin films.