Several homemade or improvised explosive mixtures that either contained volatile components or produced volatile products were examined using standard small-scale safety and thermal (SSST) testing that employed differential scanning calorimetry (DSC) techniques (constant heating rate and standard sample holders). KClO3 and KClO4 mixtures with dodecane exhibited different enthalpy behavior when using a vented sample holder in contrast to a sealed sample holder. The standard configuration produced profiles that exhibited only endothermic transitions. The sealed system produced profiles that exhibited additional exothermic transitions absent in the standard configuration produced profiles. When H2O2/fuel mixtures were examined, the volatilization of the peroxide (endothermic) dominated the profiles. When a sealed sample holder was used, the energetic releases of the mixture could be clearly observed. For AN and AN mixtures, the high temperature decomposition appears as an intense endothermic event. Using a nominally sealed sample holder also did not adequately contain the system. Only when a high-pressure rated sample holder was used the high temperature decomposition of the AN could be detected as an exothermic release. The testing was conducted during a proficiency (or round-robin type) test that included three U.S. Department of Energy and two U.S. Department of Defense laboratories. In the course of this proficiency test, certain HMEs exhibited thermal behavior that was not adequately accounted for by standard techniques. Further examination of this atypical behavior highlighted issues that may have not been recognized previously because some of these materials are not routinely tested. More importantly, if not recognized, the SSST testing results could lead to inaccurate safety assessments. This study provides examples, where standard techniques can be applied, and results can be obtained, but these results may be misleading in establishing thermal properties.