Hard rocks containing ore veins such as quartzite were formerly broken down using fire-setting, which involved heating the rock face with a wood fire, then quenching with water to induce crack growth. It is described by Diodorus Siculus in Egyptian gold mines, Pliny the Elder, and Georg Agricola.
Ice cubes placed in a glass of warm water crack by thermal shock as the exterior surface increases in temperature much faster than the interior. The outer layer expands as it warms, while the interior remains largely unchanged. This rapid change in volume between different layers creates stresses in the ice that build until the force exceeds the strength of the ice, and a crack forms, sometimes with enough force to shoot ice shards out of the container.
Incandescent bulbs that have been running for a while have a very hot surface. Splashing cold water on them can cause the glass to shatter due to thermal shock, and the bulb to implode.
An antique cast iron cookstove is a simple iron box on legs, with a cast iron top. A wood or coal fire is built inside the box and food is cooked on the top outer surface of the box, like a griddle. If a fire is built too hot, and then the stove is cooled by pouring water on the top surface, it will crack due to thermal shock.
It is widely hypothesized [by whom?] that following the casting of the Liberty Bell, it was allowed to cool too quickly which weakened the integrity of the bell and resulted in a large crack along the side of it the first time it was rung. Similarly, the strong gradient of temperature (due to the dousing of a fire with water) is believed to cause the breakage of the third Tsar Bell.
Thermal shock is a primary contributor to head gasket failure in internal combustion engines.