Magnetoresistive double perovskite Sr2FeMoO6 thin films were grown with two different deposition pressures on SrTiO3, MgO and NdGaO3 substrates by pulsed laser deposition and thorough structural, magnetic and magneto-transport characterization was made. According to x-ray diffraction, all the films were phase pure and fully textured. Indication of substrate dependent strain and low angle grain boundaries was found, especially in films on MgO. Both the deposition pressure and the choice of the substrate have a strong influence on the saturation magnetization, Ms, and Curie temperature, TC. The structural and magnetic data indicate the presence of anti-site disorder (ASD) in the films. The temperature dependence of resistivity showed semiconductive behaviour at temperatures below 100 K and metallic behaviour at higher temperatures. The semiconductive behaviour was found to increase with increasing ASD. In good quality films, up to 12% negative magnetoresistance (MR) was observed and films grown on MgO and NGO substrates also showed low field MR. However, the most significant observation of this study was that the magnetoresistivity of these Sr2FeMoO6 thin films could not be explained with any traditional MR mechanism, but carried the clear signature of superposition of different mechanisms, in particular low angle grain boundary tunnelling and suppression of antiferromagnetically ordered domains under a magnetic field.