A new class of materials termed topological insulators have been intensively investigated due to their unique Dirac surface state carrying dissipationless edge spin currents. Recently, it has been theoretically proposed that the three dimensional analogue of this type of band structure, the Weyl Semimetal phase, is materialized in pyrochlore oxides with strong spin-orbit coupling, accompanied by all-in-all-out spin ordering. Here, we report on the fabrication and magnetotransport of Eu2Ir2O7 single crystalline thin films. We reveal that one of the two degenerate all-in-all-out domain structures, which are connected by time-reversal operation, can be selectively formed by the polarity of the cooling magnetic field. Once formed, the domain is robust against an oppositely polarised magnetic field, as evidenced by an unusual odd field dependent term in the magnetoresistance and an anomalous term in the Hall resistance. Our findings pave the way for exploring the predicted novel quantum transport phenomenon at the surfaces/interfaces or magnetic domain walls of pyrochlore iridates.