Advances in on-line thermally induced evolved gas analysis (OLTI-EGA) have been systematically reported by our group to update their applications in several different fields and to provide useful starting references. The importance of an accurate interpretation of the thermally-induced reaction mechanism which involves the formation of gaseous species is necessary to obtain the characterization of the evolved products. In this review, applications of Evolved Gas Analysis (EGA) performed by on-line coupling heating devices to mass spectrometry (EGA-MS), are reported. Reported references clearly demonstrate that the characterization of the nature of volatile products released by a substance subjected to a controlled temperature program allows us to prove a supposed reaction or composition, either under isothermal or under heating conditions. Selected 2019, 2020, and 2021 references are collected and briefly described in this review.