Normal mode (NM) analysis is a widely used technique for reconstructing conformational changes of proteins from the knowledge of native structures. In this Letter, we investigate to what extent NMs capture the salient features of the dynamics over a range of temperatures from close to T=0 to above unfolding. We show that the use of normal modes at room temperature is justified provided proteins are cooperative, that is, globular and highly structured. On the other hand, it is imperative to consider several modes in order to eliminate the unpredictable temperature dependence of single-mode contributions to the protein fluctuations.