Based on a notion of Stieltjes derivative of a function with respect to another function, we provide Ulam–Hyers type stability results for nonlinear differential equations driven by measures on compact or on unbounded intervals, in the lack of Lipschitz continuity assumptions. In particular, one can deduce stability results for generalized differential equations, dynamic equations on time scales or impulsive differential equations (including the case of an infinite number of impulses that accumulate in the considered interval, thus allowing the study of Zeno hybrid systems).