The growth mechanisms of MgB2 films obtained by different methods on various substrates are compared via a detailed cross-sectional scanning electron microscopy (SEM) study. The analyzed films include (a) samples obtained by an ex-situ post-anneal at 900 degree of e-beam evaporated boron in the presence of an Mg vapor (exhibiting bulk-like Tc0 about 38.8 K), (b) samples obtained by the same ex-situ 900 degree anneal of pulsed laser deposition (PLD)-grown Mg+B precursors (exhibiting Tc0 ~ 25 K), and (c) films obtained by a low-temperature (600 - 630 degree) in-situ anneal of PLD-grown Mg+B precursors (with Tc0 about 24 K). A significant oxygen contamination was also present in films obtained from a PLD-grown precursors. On the other hand, it is clearly observed that the films obtained by the high-temperature reaction of e-beam evaporated B with Mg vapor are formed by the nucleation of independent MgB2 grains at the film surface, indicating that this approach may not be suitable to obtain smooth and (possibly) epitaxial films.