Shape memory alloys (SMAs) come in a variety of forms. Two of those are nitinol and Flexinol. Nitinol remembers a "set" form, and seeks to return to that position when heated. Flexinol (from Dynalloy) is a muscle wire. When it is heated, it shortens in length by 3-5%. Here's a few experiments with these two wires. And some tests for possible haptic actuation applications.