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.