Incase has introduced a new version of its popular Snap Case made with a heat-activated thermochromatic finish. The $35 pink Thermo Snap Case changes color when held, like heat-activated t-shirts from the 80's.
Incase may be the most recent case-maker to release a color-changing case, but they are far from the only one. XtremeMac offers the $30 Tuffwrap Shift that has a similar design to the Snap Case, but is available in a wider variety of color schemes: blue/white; pink/white; purple/blue; grey/white; green/white; and orange/yellow.
Finally, RF Laserworks offers a $12 heat sensitive iPhone 4 backing that's .005" thick, meaning it's designed to fit under a bumper or other case.
Thermochromatic cases don't quite work like the XtremeMac press photograph above, showing off fine details and fingerprints. However, they can bring something a little different to the iPhone case world.
All the cases mentioned are compatible with both the iPhone 4 and the 4S.