Through functional analyses, integrative physiology is able to link molecular biology with ecology as well as evolutionary biology and is thereby expected to provide access to the evolution of molecular, cellular, and organismic functions; the genetic basis of adaptability; and the shaping of ecological patterns. This paper compiles several exemplary studies of thermal physiology and ecology, carried out at various levels of biological organization from single genes (proteins) to ecosystems. In each of those examples, trade-offs and constraints in thermal adaptation are addressed; these trade-offs and constraints may limit species' distribution and define their level of fitness. For a more comprehensive understanding, the paper sets out to elaborate the functional and conceptual connections among these independent studies and the various organizational levels addressed. This effort illustrates the need for an overarching concept of thermal adaptation that encompasses molecular, organellar, cellular, and whole-organism information as well as the mechanistic links between fitness, ecological success, and organismal physiology. For this data, the hypothesis of oxygen- and capacity-limited thermal tolerance in animals provides such a conceptual framework and allows interpreting the mechanisms of thermal limitation of animals as relevant at the ecological level. While, ideally, evolutionary studies over multiple generations, illustrated by an example study in bacteria, are necessary to test the validity of such complex concepts and underlying hypotheses, animal physiology frequently is constrained to functional studies within one generation. Comparisons of populations in a latitudinal cline, closely related species from different climates, and ontogenetic stages from riverine clines illustrate how evolutionary information can still be gained. An understanding of temperature-dependent shifts in energy turnover, associated with adjustments in aerobic scope and performance, will result. This understanding builds on a mechanistic analysis of the width and location of thermal windows on the temperature scale and also on study of the functional properties of relevant proteins and associated gene expression mechanisms.