Shape memory alloy actuators with heat transfer structures, actuated assemblies including the shape memory alloy actuators, and methods of manufacturing the same are disclosed herein. The shape memory alloy actuators include a shape memory alloy torque tube and a heat transfer structure. The actuated assemblies include a base structure, an attached component, and a shape memory alloy actuator that operatively attaches the attached component to the base structure. The methods include providing a shape memory alloy torque tube, providing a heat transfer structure, applying a dimension-modifying force to the heat transfer structure, combining the heat transfer structure with the shape memory alloy torque tube, and releasing the dimension-modifying force.