The heterogeneous nuclear ribonucleoproteins (hnRNPs) constitute an important group of RNA-binding proteins (RBPs) that play an active role in post-transcriptional gene regulation. Here, we focus on representative members of the hnRNP group of RBPs, namely hnRNP A1 and hnRNP C1/C2, which participate mainly in RNA splicing, as well as on HuR, a prototype of the AU-rich element-binding proteins (ARE-BP), which has an established role in regulating the stability and translation of target mRNAs. HuR and most hnRNPs are primarily localized in the nucleoplasm, and they can shuttle between the nucleus and the cytoplasm. Herein, we have extended our recently reported findings on the ability of HuR to associate with the immunopurified from mammalian cell extracts hnRNP and mRNP complexes by the application of an anti-HuR antibody that selects HuR-RNP complexes. We find that the protein components precipitated by the anti-HuR antibody are very similar to the hnRNP-HuR complexes reported previously. The in vivo association of HuR and hnRNP proteins is examined in the presence and the absence of thermal stress by confocal microscopy of intact cells and by in situ nuclear matrix preparation. We find notable heat-induced changes of HuR and of hnRNP A1, which exit the nucleus and co-localize to large cytoplasmic foci that represent heat-induced stress granules. The functional implications of HuR-hnRNP interactions in stressed and unstressed cells are discussed.