The quaternary full Heusler compound Mn{sub 2-x}Co{sub x}VAl with x = 1 is predicted to be a half-metallic antiferromagnet. Thin films of the quaternary compounds with x = 0-2 were prepared by dc and RF magnetron co-sputtering on heated MgO (0 0 1) substrates. The magnetic structure was examined by x-ray magnetic circular dichroism and the chemical disorder was characterized by x-ray diffraction. Ferrimagnetic coupling of V to Mn was observed for Mn{sub 2}VAl (x = 0). For x = 0.5, we also found ferrimagnetic order with V and Co antiparallel to Mn. The observed reduced magnetic moments are interpreted with the help of band structure calculations in the coherent potential approximation. Mn{sub 2}VAl is very sensitive to disorder involving Mn, because nearest-neighbour Mn atoms couple antiferromagnetically. Co{sub 2}VAl has B2 order and has reduced magnetization. In the cases with x {ge} 0.9 conventional ferromagnetism was observed, closely related to the atomic disorder in these compounds.