Epitaxial NbO2 (110) films, 20 nm thick, were grown by pulsed laser deposition on Al2O3 (0001) substrates. The Ar/O2 total pressure during growth was varied to demonstrate the gradual transformation between NbO2 and Nb2O5 phases, which was verified using x-ray diffraction, x-ray photoelectron spectroscopy, and optical absorption measurements. Electric resistance threshold switching characteristics were studied in a lateral geometry using interdigitated Pt top electrodes in order to preserve the epitaxial crystalline quality of the films. Volatile and reversible transitions between high and low resistance states were observed in epitaxial NbO2 films, while irreversible transitions were found in case of Nb2O5 phase. Electric field pulsed current measurements confirmed thermally-induced threshold switching.