We report a large normal-state magnetoresistance with temperature-dependent anisotropy in very clean epitaxial MgB2 thin films (residual resistivity much smaller than 1 microOmega cm) grown by hybrid physical-chemical vapor deposition. The magnetoresistance shows a complex dependence on the orientation of the applied magnetic field, with a large magnetoresistance (Delta(rho)/(rho)0=136%) observed for the field H perpendicular ab plane. The angular dependence changes dramatically as the temperature is increased, and at high temperatures the magnetoresistance maximum changes to H||ab. We attribute the large magnetoresistance and the evolution of its angular dependence with temperature to the multiple bands with different Fermi surface topology in MgB2 and the relative scattering rates of the sigma and pi bands, which vary with temperature due to stronger electron-phonon coupling for the sigma bands.