Infinite-layer nickelates $R_{1-x}$Sr$_{x}$NiO$_{2}$ ($R$ = La, Pr, Nd) are a class of superconductors with structural similarities to cuprates. Although long-range antiferromagnetic order has not been observed for these materials, magnetic effects such as antiferromagnetic spin fluctuations and spin-glass behavior have been reported. Different experiments have drawn different conclusions about whether the pairing symmetry is $s$- or $d$ wave. In this paper, we applied a scanning superconducting quantum interference device (SQUID) to probe the magnetic behavior of film samples of three infinite-layer nickelates (La$_{0.85}$Sr$_{0.15}$NiO$_2$, Pr$_{0.8}$Sr$_{0.2}$NiO$_2$, and Nd$_{0.775}$Sr$_{0.225}$NiO$_2$) grown on SrTiO$_3$ (STO), each with a nominal thickness of 20 unit cells. In all three films, we observed a ferromagnetic background. We also measured the magnetic susceptibility above the superconducting critical temperature in Pr$_{0.8}$Sr$_{0.2}$NiO$_2$ and La$_{0.85}$Sr$_{0.15}$NiO$_2$ and identified a non-Curie-Weiss dynamic susceptibility. Both magnetic features are likely due to NiO$_x$ nanoparticles. Additionally, we investigated superconductivity in Pr$_{0.8}$Sr$_{0.2}$NiO$_2$ and Nd$_{0.775}$Sr$_{0.225}$NiO$_2$, which exhibited inhomogeneous diamagnetic screening. The superfluid density inferred from the diamagnetic susceptibility in relatively homogeneous regions shows $T$-linear behavior in both samples. Finally, we observed superconducting vortices in Nd$_{0.775}$Sr$_{0.225}$NiO$_2$. We determined a Pearl length of 330 $\upmu$m for Nd$_{0.775}$Sr$_{0.225}$NiO$_2$ at 300 mK both from the strength of the diamagnetism and from the size and shape of the vortices. These results highlight the importance of considering NiO$_x$ particles when interpreting experimental results for these films.