In the research and development (R&D) of macromolecules, various problems have been solved, and in order to solve them, thermal analysis, which can provide the whole image regarding bulk information, plays an important role in enterprises. In particular, differential scanning calorimetry (DSC) was introduced to the R&D field of the polymer industry as soon as it was developed since it is accompanied by heating and cooling in moulding and manufacturing process. It has been also utilized for the analysis of higher order processes for fibres or films. In addition, the advent of temperature-modulated DSC (TMDSC) has made the analysis of amorphous structures of macromolecules possible. Moreover, fast scan calorimetry (FSC) has made it possible to simulate the actual method of processing at higher scanning rates during heating or cooling, and FSC has begun to be used for elucidating various phenomena. In this paper, some examples of the utilization of thermal analysis, such as DSC, TMDSC, and FSC, in the R&D of polymer materials are described, focusing on the fusion phenomenon of polymer crystals, the structural analysis of polymer hydrogels, and, finally, the analysis of amorphous structures.