We report magnetization and transport measurements on MgB2 in the form of powder, bulk ceramic, wire made by diffusion of Mg into B, and pulsed laser deposited thin films. Ceramic and wire forms show strong intergranular links, and we compare their properties with those of single crystals. The powder shows a magnetic moment versus temperature curve that scales with the moment at the lowest temperature, consistent with a distribution of grain sizes, on the scale of the London penetration depth. The ceramics shows anisotropic magnetization behavior, which is probably a consequence of the anisotropic compressional forces used in its manufacture. In both powder and ceramic, we have observed intriguing negative magnetic moments and steps therein upon changing temperature, well above the obvious superconducting transition. These could indicate small amounts of some higher T superconducting phases. However, magnetization loops measured in this regime show ferromagnetism, which we suggest is the origin of the magnetic properties above T. The wire shows a linear diamagnetic response up to an H-c1 of 236 Oe, has a normal state resistivity of 2.6 x 10(-6) Omega(.)cm just above the transition and a resistivity ratio of 21, which is also similar to those of single crystals. The thin films axe composed of large crystalline platelets, have a T-c of 35 K, and are diamagnetic.