Failure diagnosis invariably involves consideration of both associated material condition and the results of a mechanical analysis of prior operating history. This Review focuses on these aspects with particular reference to creep-fatigue failure diagnosis. Creep-fatigue cracking can be due to a spectrum of loading conditions ranging from pure cyclic to mainly steady loading with infrequent off-load transients. These require a range of mechanical analysis approaches, a number of which are reviewed. The microstructural information revealing material condition can vary with alloy class. In practice, the detail of the consequent cracking mechanism(s) can be camouflaged by oxidation at high temperatures, although the presence of oxide on fracture surfaces can be used to date events leading to failure. Routine laboratory specimen post-test examination is strongly recommended to characterise the detail of deformation and damage accumulation under known and well-controlled loading conditions to improve the effectiveness and efficiency of failure diagnosis.