High pressure turbine airfoils made of single crystal superalloys are often in the form of thin walls containing numerous small holes. These features, essential for the effective cooling of turbine airfoils, present special stress rupture and fatigue failure mechanisms that are not present in bulk single crystals. The objective of this paper is to further the understanding of stress rupture and fatigue of thin wall structures and to find how mechanical property models ordinarily appropriate for bulk superalloys may be modified for use on thin wall structures. Stress rupture properties of thin wall CMSX-4 single crystals, bare and with three types of coatings, were tested and compared with the stress rupture behavior of bulk materials. A model that captures the degradation mechanisms in thin wall structures and allows a quantitative prediction of the stress rupture time of thin-wall turbine airfoils is introduced. The paper also addresses low cycle fatigue crack initiation at cooling holes by testing thin-wall CMSX-4 single crystals at cyclic load conditions that mimic those found in actual turbine airfoils. Finite element calculations show that, even though the cooling holes are under an overall in-plane compressive stress, local stresses driving fatigue crack development are tensile due to local plastic deformation. With the mechanism-based approach, this work shows that it is possible to modify mechanical behavior models developed for bulk single crystal superalloys so that they can be used for component life calculations of thin wall structures.