Several different mechanisms of thermal injury can be found in burn specialty care, including cold injury.
Scald burns
Scald injury is the most common etiology in the very young and very old, and accounts for more than 1/3 of reported burns in the United States in recent years.
Flame/ Contact burns
These are burns sustained either from flame or from immediate contact with a hot solid object. Flame burn is the most common mechanism of burns in adults in high-income countries and were 41% of reported burn cases in the US in 2017.
Electrical burns
Electrical burns are the most common work-related mechanism of burn injury. Although they often constitute relatively small total body surface area injury, high-voltage injury is very destructive of soft tissue due to conduction from bone to muscle.
Chemical injury
Chemical burns are relatively uncommon and tend to result in significant injury to the affected skin and soft tissues. Remember that chemical injuries typically appear superficial but the tissue injury can be quite deep. Alkali burns usually cause more damage to the involved tissue than do acid burns due to liquefaction of tissue.
Most chemical injuries should be copiously irrigated as soon as possible following the injury; the exceptions to this are lime, hard metals, and phenols. In generally, do not worry about specific antidotes, but instead focus on irrigating the involved tissues
Hydrofluoric acid injury
Hydrofluoric acid (HF) penetrates skin and soft tissue quickly and can complex with calcium and magnesium, causing systemic electrolyte abnormalities and arrhythmias. Initial treatment for HF injury is copious irrigation followed by placement into calcium gluconate gel. Severe cases require monitoring of EKG and serum ionized calcium.
Cold induced injury
Frostbite is also considered a thermal injury, although the injury is due to freezing of tissue instead of heating of tissue. More information on initial management of frostnip and frostbite are available on the Frostbite wiki page.