We observed Shubnikov-de Haas oscillation and the quantum Hall effect in a high-mobility two-dimensional electron gas in polar ZnO/Mg(x)Zn(1-x)O heterostructures grown by laser molecular beam epitaxy. The electron density could be controlled in a range of 0.7 x 10(12) to 3.7 x 10(12) per square centimeter by tuning the magnesium content in the barriers and the growth polarity. From the temperature dependence of the oscillation amplitude, the effective mass of the two-dimensional electrons was derived as 0.32 +/- 0.03 times the free electron mass. Demonstration of the quantum Hall effect in an oxide heterostructure presents the possibility of combining quantum Hall physics with the versatile functionality of metal oxides in complex heterostructures.