If an object is heated or cooled and is held in place, the thermal stresses can be large enough to damage the object. This is why bridges have expansion joints (see the BU bridge).
Materials that are subjected to a great deal of thermal stress can age prematurely. Airplanes are good examples - over the life of a plane the metal is subjected to thousands of hot/cold cycles that can weaken the airplane's structure.
Another common example of thermal stress occurs with water, which expands
by about 10% when it freezes. If the water is trapped in an enclosed space
when it freezes the ice can exert significant pressure on the container
(erosion, ice bomb).