We report the first direct measurements of superfluid density, ns(T) propto {lambda}-2(T), in films of Fe-pnictide superconductors. The magnetic penetration depth, {lambda}(0), in our epitaxial, single-crystal Ba(CoxFe1-x)2As2 films near optimal doping (x=0.08) is 350 nm to 430 nm, comparable to bulk single crystals. The T-dependence of {lambda}-2 indicates a small s-wave gap, 2{Delta}(0)/kBTc = 2.2 pm 0.1. In detail, {lambda} has power-law behavior at low T: {lambda}(T)/{lambda}(0) - 1 approx 0.60*(T/Tc)2.5pm0.1. The small gap, together with power-law behavior at low T, suggests strong intraband scattering on the larger-gap Fermi surface and significant interband scattering between large-gap and small-gap Fermi surfaces.