Nominally undoped MgxZn1-xO/ZnO (x = 0.05 and 0.08) single heterostructures were prepared on Zn-polar ZnO substrates by using plasma assisted molecular beam epitaxy (MBE). The samples showed a metallic conductivity below 50 K and a mobility exceeding 104 cm2 V-1 s-1 at 0.5 K. We observed quantum Hall effect accompanying Shubnikov-de Haas oscillations, in which zero-resistance states were clearly seen above 5T. Rotation experiments in magnetic field suggest strong two-dimensional carrier confinement at low temperatures. The results indicate that the MBE grown films have much higher quality than the previously reported samples grown by pulsed laser deposition.