In a world increasingly concerned with environmental factors and efficient use of resources, increasing operating temperatures of high temperature machinery can play an important role in meeting these goals. In addition, the cost of failure of such devices is rapidly becoming prohibitive. For example, in an airline crash airframe and engine manufacturers are, on average, held liable for 1,000,000 euros per fatality excluding the loss of property. Thus there is considerable pressure to make machinery that can operate much more safely at high temperatures. This means that the old ways of guarding against high temperature fatigue failure (e.g. factor of safety, S/N curves, creep life) are no longer acceptable; more reliable, accurate, and efficient means are needed to manage life, durability and risk. In this paper, high temperature fatigue is considered in terms of past successes and current challenges. Particular emphasis is placed on understanding damage mechanisms and their interactions both in terms of scientific interest and technological importance. Materials used in nuclear reactors (e.g. selected steels and solid solution Ni-base alloys) and in hot sections of jet engines (e.g. superalloys) are used as vehicles to illustrate damage evolution and interaction. Phenomenological life prediction models are presented and compared with physics-based damage evolution/interaction models which are based on observed physical processes such as creep/fatigue/environment interactions. It is shown that in many cases, in spite of the emphasis on creep-fatigue interactions, the most damaging forms of damage that occur under thermo-mechanical fatigue (TMF) loading result from the interaction of slip bands with oxidized boundaries.