A series of N-alkyl-N-alkyl′-pyrrolidinium-bis(trifluoromethanesulfonyl) imide (TFSI−) room temperature ionic liquids (RTILs) has been investigated by means of thermogravimetric analysis (TG), differential scanning calorimetry, FT-IR spectroscopy, and X-ray diffraction analysis. These compounds exhibit a thermal stability up to 548–573 K. The mass loss starting temperature, Tml, falls in a narrow range of temperatures: 578–594 K. FT-IR spectra, performed before and after 24 h isothermal experiments at 553 and 573 K, have confirmed their great thermal stability. Below the ambient temperature, these compounds exhibit a complex behavior. N-methyl-N-propyl-pyrrolidinium-TFSI is the sole liquid which crystallizes without forming any amorphous phase even after quenching in liquid nitrogen. Its crystalline phase has a melting point, Tm, of 283 ± 1 K. When the amorphous solid is heated, the N-butyl-N-ethyl-pyrrolidinium-TFSI presents a glass transition temperature, Tg, at 186 K followed by a cold crystallization, Tcc, at 225 K, and a final Tm at 262 K. The N-butyl-N-methyl-pyrrolidinium-TFSI exhibits a Tg between 186 and 181 K, its cold crystallization leading to two different solid phases. Solid phase I has a melting point TI,m = 252 K and phase II, TII,m = 262 K. When the amorphous phase is obtained at a cooling rate of 10 K/min, its Tcc is 204 K, and a metastable solid phase (III) is obtained which transforms into the phase II at 226 K. However, when the sample is quenched, the amorphous phase transforms into phase II at Tcc = 217 K and phase I at 239 K. P15-TFSI exhibits the most complicated pattern as, on cooling, it leads to both a crystallized phase at 237 K and an amorphous phase at 191 K. On heating, after a Tg at 186 K and a Tcc at 217 K, two solid–solid phase transitions are observed at 239 K and 270 K, the final Tm being 279 K.