A method is proposed for the calculation of vibrational quantum and thermal expectation values of physical properties from first principles. Thermal lines are introduced: these are lines in configuration space parametrized by temperature, such that the value of any physical property along them is approximately equal to the vibrational average of that property. The number of sampling points needed to explore the vibrational phase space is reduced by up to an order of magnitude when the full vibrational density is replaced by thermal lines. Calculations of the vibrational averages of several properties and systems are reported, namely the internal energy and the electronic band gap of diamond and silicon, and the chemical shielding tensor of L-alanine. Thermal lines pave the way for complex calculations of vibrational averages, including large systems and methods beyond semi-local density functional theory.