In the field of non linear fracture mechanics a lot of work has been achieved for structures submitted to mechanical loadings. But for thermal loadings, and particularly for thermal shocks, only few contributions are available. We propose, here, to present the main results of a complete set of finite element computations, conducted by CEA, EDF and FRAMATOME, on cracked cylinders submitted to combined mechanical and thermal loads. The interaction between these two types of loads is analysed in the cases of austenitic and ferritic structures. Moreover, these results are compared to the predictions obtained by simplified engineering methods (R6 procedure and two French approaches). Their domain of validity is also discussed.