There are thermal fuses. These are inexpensive, and can switch large amounts of current. They are, however, not resettable. Once they open, that's it. They usually carry a bevy of safety-agency approval marks since they are used to ensure safety of household appliances such as heaters and hair dryers.
There are also resettable thermal cutoffs that require a button on the device to be pushed to reset the device.
Finally, there are thermostats which automatically reset once the temperature drops more than the hysteresis.
There's a variety of temperature ranges and accuracies available, but generally they're a bit crude. If you need something relatively precise you may need an electronic thermostat or a circuit plus a sensor. The details will depend heavily on the actual requirements. Mechanical thermostats are practical up to perhaps 250°C, and thermal fuses tend to max out a bit below that.