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This paper reviews the topic of Thermo-Mechanical Fatigue (TMF) as applied to automotive components such as cylinder heads, pistons, manifolds, turbochargers and exhaust components. The paper starts by looking at the physical influence of temperature on the microscopic failure of materials, in particular concentrating on the mechanisms of creep, fatigue, oxidation and their interactions. Finite Element Analysis (FEA) techniques suitable for high-temperature environments are discussed briefly, in particular the applications of elastic, elastic-plastic or elastic-viscoplastic analyses. Finally, methods for high-temperature fatigue and creep-fatigue based on the Chaboche approach are reviewed. The paper concludes with a review of laboratory tests on several materials at elevated temperatures under combined creep and fatigue conditions. Two case studies are then presented on a turbocharger housing and an exhaust-gas recirculation valve housing.