Results of collaborative research by “Subcommittee on Superalloys and Coatings” in The Society of Materials Science, Japan (JSMS), are presented, which cover the thermo-mechanical fatigue (TMF) and high temperature isothermal low-cycle fatigue (ILCF) strengths of Ni-Base superalloy, substrate alloys and the protective coatings. Three kinds of Ni-base superalloys were selected as the substrate: a single crystal alloy, CMSX-4; a directionally solidified alloy, CM247LC; and a polycrystalline alloy, IN738LC. On these substrate specimens the CoNiCrAlY alloy was coated by 250 μm in thickness by low pressure plasma spraying, and then aluminized. This process was managed and undertaken by one of member companies of the Subcommittee. The round robin TMF and ILCF tests were carried out under a strain ratio of -1 at temperature ranged between 400 and 900°C. In the former the tests were performed under the out-of-phase and diamond phase conditions in which the phase difference between strain and temperature were 180° and 90°, respectively. It is shown by the round-robin tests that the TMF lives, as well as the ILCF, were strongly dependent on the substrate alloys. Many important, or noteworthy results were also found: e.g., the TMF fracture behavior of the coated specimens revealed some unique characteristics that were hardly deduced from that of the bare specimens. The effect of coating on the ILCF life was strongly dependent on the temperature. It was not reasonable, or difficult to try to estimate the TMF life of the coatings from the ILCF test results. Based on the observations on the crack initiation, propagation and the fracture surface, the effects of the substrate alloy and the coating on the TMF and ILCF lives were discussed.