According to the definition originally proposed in 1969 by the Nomenclature Committee of the International Confederation for Thermal Analysis (ICTA) and later reaffirmed in 1978, thermal analysis includes a group of analytical methods by which a physical property of a substance is measured as a function of temperature while the substance is subjected to a controlled temperature regime. Thus, thermal analysis involves a physical measurement and not, strictly speaking, a chemical analysis. Figure 10.1 presents a summary of the different thermal analytical methods available. In this chapter, calorimetry, i.e. differential scanning calorimetry (DSC), and differential thermal analysis (DTA), thermogravimetry (TG), thermal mechanical analysis (TMA, DMTA), thermal optical analysis (TOA) and dielectric thermal analysis (DETA) are discussed. In the first part, the methods are briefly described. The use of thermal analysis on polymers requires special attention, as is discussed in the final section of the chapter. Examples from the melting and crystallization of flexible-chain polymers, the glass transition of amorphous polymers, phase transitions in liquid-crystalline polymers and chemical reactions including the degradation of polymers are presented to illustrate the non-equilibrium effects which are typical of polymers.