Pyrex claims that all of its products are freezer safe, can be used to store food in the freezer and can even be placed directly in the oven from the freezer. However, Pyrex, especially Pyrex sold in the U.S., may experience thermal shock due to rapid changes in temperature.
Pyrex glassware was originally made from borosilicate glass. While this is still the case in Europe, Pyrex is made from soda lime glass in the U.S. This type of glass is less heat resistant. Both kinds of glass can suffer from thermal shock if they experience a rapid change in temperature, but inadequately tempered soda lime glass is more prone to this issue. Although shattering due to thermal shock is unlikely under normal storage conditions, major changes in temperature are potentially hazardous.