This work reports the experimental determination of relevant thermodynamic properties of four benzaldehydes. The vapor pressures of both crystalline and liquid phases (including supercooled liquid) of syringaldehyde, 3,4,5-trimethoxybenzaldehyde, 4-(dimethylamino)benzaldehyde and of the liquid phase of veratraldehyde were determined using a static method based on capacitance diaphragm manometers. Additionally, the sublimation vapor pressures of the four compounds were also determined at different temperatures, using the Knudsen mass-loss effusion method. The experimental results allowed accurate determination of the standard molar enthalpies, entropies and Gibbs energies of sublimation and of vaporization for the benzaldehydes studied, at reference temperatures, allowing phase diagram representations of the (p,T) results, in the neighborhood of the triple point of the four compounds. Their temperatures and molar enthalpies of fusion were determined using differential scanning calorimetry and were compared with the ones obtained indirectly through vapor pressure measurements. Using high-precision drop calorimetry, the standard isobaric molar heat capacities of the four crystalline benzaldehydes were determined at 298.15 K. The enthalpy of the intermolecular hydrogen bond OH^…O in the crystalline phase of syringaldehyde was estimated.