While the cellular heat-shock response has been a paradigm for studying the impact of thermal stress on RNA metabolism and gene expression, the genome-wide response to thermal stress and its connection to physiological stress resistance remain largely unexplored. Here, we address this issue using an array-based exon expression analysis to interrogate the transcriptome in recently established Drosophila melanogaster stocks during severe thermal stress and recovery. We first demonstrated the efficacy of exon-level analyses to reveal a level of thermally induced transcriptome complexity extending well beyond gene-level analyses. Next, we showed that the upper range of both the cellular and physiological thermal stress response profoundly affected message expression and processing in D. melanogaster, limiting expression to a small subset of transcripts, many that share features of known rapidly responding stress genes. As predicted from cellular heat-shock research, constitutive splicing was blocked in a set of novel genes; we did not detect changes to alternative splicing during heat stress, but rather induction of intronless isoforms of known heat-responsive genes. We observed transcriptome plasticity in the form of differential isoform expression during recovery from heat shock, mediated by multiple mechanisms including alternative transcription and alternative splicing. This affected genes involved in DNA regulation, immune response, and thermotolerance. These patterns highlight the complex nature of innate transcriptome responses under stress and potential for adaptive shifts through plasticity and evolved genetic responses at different hierarchical levels.