Thin film resistors “are fabricated by vacuum evaporation or sputtering of thin films of resistive materials directly on top of the oxide layer of the substrate” [Resistor Fabrication on Semiconductor Wafers]. Additionally, these can be laser trimmed by blasting away the metal. Example laser trimmed resistor (AD534):

1. Resistor Fabrication on Semiconductor Wafers: http://www.siliconfareast.com/resistor-fab.htm