This thesis works towards understanding, from a fundamental perspective, the non-isothermal transport properties of a diverse range of fluids. Namely, the thermal diffusion and thermal conductivity of molecular mixtures, colloids and polar fluids. To this end, we employ molecular simulations as a primary tool for investigation. We also derive analytical theoretical models. In Chapter 3 we show that simple liquid mixtures can feature a minimum in the Soret coefficient as a function of composition. We link the minimum to the non-ideality of the mixtures, and explain its microscopic origin in terms of their atomic coordination structure. Chapter 4 uncovers the mass dipole contribution to the (pseudo-)isotopic Soret effect in molecular mixtures. In the mixtures of rod-like molecules studied, it arises mainly through the thermal diffusion coefficient via the modification of a librational mode. We demonstrate that it can lead to new phenomenology in the Soret coefficient, including a reversal in sign. Chapter 5 connects the thermal orientation and thermophoresis of rod-like colloids with mass anisotropy. Using both theory and simulation, we show how the Soret coefficients of these colloids depend on their internal mass distribution and average orientation. Chapter 6 investigates the thermal polarization of acetonitrile. We rationalize trends in the thermopolarization coefficient in terms of physical properties, such as rotational diffusion and the dielectric constant of the fluid. Using acetonitrile as an exemplar, we quantify, for the first time, how thermal polarization impacts the thermal conductivity of polar fluids. Chapter 7 presents comprehensive benchmarks of the thermophysical properties of water for two state-of-the-art ReaxFF force fields. Based on our results, we recommend potential avenues of improvement for these models. Chapter 8 examines the anomalous thermal conductivity of water. We establish correlations with other thermophysical properties: the speed of sound, compressibility, sound attenuation coefficient and kinematic longitudinal viscosity. A possible explanation for the thermal conductivity maximum at constant pressure is provided.