The unusual thermal behavior of rubbers, though discovered a long time ago, can still be mind-boggling for students and teachers who encounter this class of polymeric systems. Unlike other solids, stretched elastic polymers shrink upon heating. This is a manifestation of the Gough-Joule (G-J) effect. Joule in the 1850s studied the thermal behavior of rubbers that was initially explored by Gough in 1805. Properties of rubbers such as contraction upon heating, or the related phenomenon of heating upon fast expansion, did not make much sense at that time. Joule's work validated Gough's results, but the molecular basis of the unusual thermal behavior of rubbers remained unexplained for another 70 years. The physical ideas, taking into account gigantic conformational entropy of elastic polymers that explain their contraction on heating, were developed by Staudinger, Kuhn, and others only in the 1920s and 1930s.