We study vectorial functions with maximal number of bent components in this paper. We first study the Walsh transform and nonlinearity of $F(x)=x^{2^e}h(\Tr_{2^{2m}/2^m}(x))$, where $e\geq0$ and $h(x)$ is a permutation over $\F_{2^m}$. If $h(x)$ is monomial, the nonlinearity of $F(x)$ is shown to be at most $ 2^{2m-1}-2^{\lfloor\frac{3m}{2}\rfloor}$ and some non-plateaued and plateaued functions attaining the upper bound are found. This gives a partial answer to the open problems proposed by Pott et al. and Anbar et al. If $h(x)$ is linear, the exact nonlinearity of $F(x)$ is determined. Secondly, we give a construction of vectorial functions with maximal number of bent components from known ones, thus obtain two new classes from the Niho class and the Maiorana-McFarland class. Our construction gives a partial answer to an open problem proposed by Pott et al., and also contains vectorial functions outside the complete Maiorana-McFarland class. Finally, we show that the vectorial function $F: \F_{2^{2m}}\rightarrow \F_{2^{2m}}$, $x\mapsto x^{2^m+1}+x^{2^i+1}$ has maximal number of bent components if and only if $i=0$.
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