A new form of thin films formed by multi-walled carbon nanotubes exhibiting high packing density and local alignment were fabricated using a highly concentrated colloidal suspension of carbon nanotubes. Electrical double layer capacitors built from these film electrodes exhibited a close to rectangular cyclic voltammogram even at a high scan rate of 1000 mV s(-1), and produced very high specific power density of about 30 kW kg(-1), ideal for surge-power delivery applications. The preparation procedure is very simple, and does not require any binders. It has potential for highly efficient manufacturing of high power density supercapacitors and other similar electronic devices.