The old thermostat in my parents house had what appeared to be mercury in a glass tube with a couple of wires in there. I thought it was ingenious, using the natural expansion of the metal to form the contact. It will probably never wear out.
That said, a chintzy plastic cover was all that was protecting the fragile glass tubes from kids carelessly swinging a stick around or something. We never had an issue with this, but its not hard to imagine scenarios where something hit the thermostat and broke it.