Atomic force microscopy (AFM) became the leading scanning probe technique, which is used in semiconductor, data storage, and plastics industries. AFM is routinely applied for examination of polymer materials at ambient conditions. Its validity for high-resolution real-space visualization of polymer morphology and nanostructure as well as for compositional mapping of heterogeneous systems had been already recognized. AFM substantially complements other microscopic and diffraction techniques providing visualization of single macromolecules and crystalline polymers, mapping of rubber domains with different cross-linking density and non-destructing imaging of sub-surface features of viscoelastic materials at depths from a few to hundreds of nanometers. Examination of structural changes at thermal transitions is a relatively new AFM capability. Several examples demonstrating such applications will be discussed in this contribution. They include monitoring of structural changes in mesomorphic polysiloxanes, thermal reorganization in block copolymers and visualization of melting and crystallization in ultrathin (20 nm) films of polyolefines.