Since the 1970s, it has been known that black-hole (and other) horizons are truly thermodynamic. More generally, surfaces which are not horizons have also been conjectured to behave thermodynamically. Initially, for surfaces microscopically expanded from a horizon to so-called stretched horizons, and more recently, for more general ordinary surfaces in the emergent gravity program. To test these conjectures we ask whether such surfaces satisfy an analogue to the first law of thermodynamics (as do horizons). For static asymptotically flat spacetimes we find that such a first law holds on horizons. We prove that this law remains an excellent approximation for stretched horizons, but counter-intuitively this result illustrates the insufficiency of the laws of black-hole mechanics alone from implying truly thermodynamic behavior. For surfaces away from horizons in the emergent gravity program the first law fails (except for spherically symmetric scenarios), thus undermining the key thermodynamic assumption of this program.