Yttrium iron garnet (YIG) is a promising material for various terahertz applications due to its special optical properties. At present, a high-quality YIG wafer is the desire of terahertz communities and it is still challenging to prepare substrate-free YIG single crystal films. In this work, we prepared wafer-level substrate-free La:YIG single crystal films, for the first time, to our knowledge. Terahertz optical and magneto-optical properties of La:YIG films were characterized by terahertz time domain spectroscopy (THz-TDS). Results show that the as-prepared La:YIG film has an insertion loss of less than 3 dB and a low absorption coefficient of less than $10{\mathrm{cm}}^{-1}$ below 1.6 THz. Benefitting from the thickness of the substrate-free YIG films and low insertion loss, their terahertz properties could be further manipulated by simply using a wafer-stacking technique. When four La:YIG films were stacked, there was an insertion loss of less than 10 dB in the range of $0.1-1.2\mathrm{THz}$. The Faraday rotation angle of the four-layer-stacked La:YIG films reached 19°, and the isolation could reach 17 dB. By further increasing the stacking number to eight pieces, a remarkable Faraday rotation angle of 45° was achieved with an isolation of 23 dB, which is important for practical application in the THz band. This material may provide a milestone opportunity to make various non-reciprocal devices, such as isolators and phase shifters.