As underlined in 1981 by Mc Pherson, thermo-mechanical properties of plasma-sprayed coatings depend not only on the way particles flatten and resulting splats solidify and cool down, but also on the thermal history of particle layering at the same location. To illustrate what is our present knowledge in that field, plasma-sprayed alumina coatings will be considered through modelings and measurements. The first part of this paper discusses the phenomena linked with particle impact and splat formation: splashing, spreading, solidification and grain growth, angle of impact in conjunction with particle parameters at impact and substrate surface parameters (chemistry, phase structure and roughness, temperature). The second part examines splats layering. It addresses the influence of plasma jet heat flux, relative velocity torch-substrate, powder flow rate and deposition efficiency on splat time-temperature evolution and resulting quenching stress, coating adhesion/cohesion and microstructure. The shadow effect when spraying off normal angle is also discussed. The last part deals with the effect of the successive cooling and reheating of passes on coating properties, and condensation of the vapor issued from evaporating particles.