The thermal expansion of superconducting Bi1.6Pb0.4Sr2Ca2Cu3Ox (BiPbSrCaCuO) and its oxide components Bi2O3, PbO, CaO and CuO have been studied by high-temperature dilatometric measurements (30-800 degrees C). The thermal expansion coefficient for the BiPbSrCaCuO superconductor in the range 150-830 degrees C is alpha = 6.4 x 10(-6) K-1. The temperature dependences of Delta L/L of pressed Bi2O3 reveals sharp changes of length on heating (T-1 = 712 degrees C), and on cooling (T-2 = 637 degrees C and T-3 = 577 degrees C), caused by the phase transition monoclinic-cubic (T-1) and by reverse transitions via a metastable phase (T-2 and T-3). By thermal expansion measurements of melted Bi2O3 it is shown that hysteresis in the forward and the reverse phase transitions may be partly caused by grain boundary effect in pressed Bi2O3. The thermal expansion of red PbO reveals a sharp decrease in Delta L/L on heating (T-1 = 490 degrees C), related with the phase transition of tetragonal (red, a = 0.3962 nm, c = 0.5025 nm) - orthorhombic (yellow, a = 0.5489 nm, b = 0.4756 nm, c = 0.5895 nm). The possible causes of irreversibility of the phase transition in PbO are discussed. In the range 50-740 degrees C the coefficient of thermal expansion of pressed Bi2O3 (alpha(m) = 3.6 x 10(-6) and alpha(c) = 16.6 x 10(-6) K-1 for monoclinic and cubic Bi2O3 respectively), the melted Bi2O3 (alpha(m) = 7.6 x 10(-6) and alpha(c) = 11.5 x 10(-6) K-1), PbO (alpha(t) = 9.4 x 10(-6) and alpha(or) = 3.3 x 10(-6) K-1 for tetragonal and orthorhombic PbO respectively), CaO (alpha = 6.1 x 10(-6) K-1) and CuO (alpha = 4.3 x 10(-6) K-1) are presented.