In addition to the examples given by Jannis Andreska, metal peroxides, such as barium peroxide and lithium peroxide also release oxygen upon heating:

$$\ce{2 BaO2 ->[\text{T = 700 °C}] 2 BaO + O2}$$

This was once used to produce pure oxygen.

$$\ce{2 Li2O2 ->[\text{T = 195 °C}] 2 Li2O + O2}$$

On the other hand, some, if not most metal oxides are extremely heat resistant.

Once sintered at temperatures between 1700 and 2000 °C, magnesium oxide ($\ce{MgO}$) can be heated up to its melting point (~ 2800 °C) without decomposition and can thus be used as a lining for heat sensors.

In addition to the examples given by Jannis Andreska, metal peroxides, such as barium peroxide and lithium peroxide also release oxygen upon heating:

$$ \ce{2 BaO2 ->[\text{T = 700 °C}] 2 BaO + O2} \\ \ce{2 Li2O2 ->[\text{T = 195 °C}] 2 Li2O + O2} $$

This was once used to produce pure oxygen.

On the other hand, some, if not most, metal oxides are extremely heat resistant. For example, once sintered at temperatures between $1700$ and $\pu{2000°C}$, magnesium oxide $(\ce{MgO})$ can be heated up to its melting point ($\sim\pu{2800°C}$) without decomposition and can thus be used as a lining for heat sensors.