Thermal structures and, more particularly, improved thermal structures for heat transfer devices and spatial power-combining devices are disclosed. A spatial power-combining device may include a plurality of amplifier assemblies and each amplifier assembly includes a body structure that supports an input antenna structure, an amplifier, and an output antenna structure. One or more heat sinks may be partially or completely embedded within a body structure of such amplifier assemblies to provide effective heat dissipation paths away from amplifiers. Heat sinks may include single-phase or two-phase materials and may include pre-fabricated complex thermal structures. Embedded heat sinks may be provided by progressively forming unitary body structures around heat sinks by additive manufacturing techniques.