In order to clarify the failure behavior of plasma sprayed thermal barrier coating (TBC) systems under the complicated modes of thermal-mechanical-chemical loadings, the stress rupture property evaluation and failure analysis were conducted for Y2O3-ZrO2 (YSZ) and CaO-SiO2-ZrO2 (C2S-CZ) TBC systems in air and two kinds of high-temperature corrosive environments. Static creep loading was found to bring about the typical creep failure for TBC systems even in the aggressive environment so called hot corrosion almost in similar manner to the case in air. On the contrary, it was revealed that the dynamic fatigue loading tends to cause a significant failure life reduction of TBC systems both in air and in corrosive environments. For YSZ TBC system, the penetration crack preexisting through the top-coat layer tends to provide a nucleation site for the fatigue crack even in air, and more significantly a short circuit path for the corrosive species in hot corrosive environment. For C2S-CZ system, on the contrary, the top-coat / bond-coat interface tends to provide easily the nucleation site for a main crack to propagate thereafter toward both the alloy interior and outer surface. Under lower stress level at 950°C, however, the oxide-induced crack closure together with crack tip blunting attributed mainly to the high reactivity of Ca compounds as a major constituent of the TC is effective to suppress substantially the crack propagation, so as to cause the prolonged failure life as compared to YSZ system even in aggressive gaseous environment.