One of the unique features of borate crystals is that, on heating, a majority of them exhibit a strong anisotropy of thermal deformations along some directions in the crystal structure. There may even be negative thermal expansion (i.e. contraction on heating) in some directions. An explanation of this phenomenon is suggested in the present work. The contribution of the three main components of such anisotropy is analysed. These three components are shear deformations, hinge deformations and anisotropic thermal vibrations of atoms, which are well known in the theory of the thermal behaviour of crystalline compounds. The co-occurrence of all three components in borates is what makes their anisotropic thermal deformations record breaking. Oxygen compounds of other classes, e.g. silicates, carbonates, etc., are considered from the same perspectives.