Ever look at the periodic table of elements in detail? Notice how hydrogen is not exactly one, helium is not exactly 4, nitrogen is not exactly 12, etc.? Well partly that's because of different isotopes (carbon 12, carbon 13, carbon 14, etc), but even if you had a pure isotope, it wouldn't come out exactly. That's because part of the mass of an atom is tied up in the binding energy in the nucleus, and the binding energy between the electrons and the nucleus.
If you take hydrogen and oxygen and react them together, it will give off heat, and the resulting water will have a mass reduced by the amount of heat given off. I think I've even read that most of the mass of protons and neutrons is tied up in the binding energy of the quarks, and that the quarks by themselves don't weight that much.
Like another reply said, the only reason you don't notice this effect is because a even a few hundred degrees temperature change is so minuscule compared to c^2.