The continuous decrease of the lateral dimensions of state-of-the-art integrated devices has led to a steady increase of their power densities. As a result, local heating effects are known to cause malfunctions or the destruction of these devices. In order to overcome these problems related with localized heat dissipation, new techniques for thermal analyses with high spatial resolutions have to be developed. This includes temperature as well as thermal conductivity or diffusivity measurements. In this work we discuss the recent progress of scanning probe microscopy based thermal analysis techniques and present concepts for further improvements.