Bernoulli polynomials appear in statistical physics (Ordóñez and Driebe (1996)), in discussions of Casimir forces (Li et al. (1991)), and in a study of quark-gluon plasma (Meisinger et al. (2002)).
Euler polynomials also appear in statistical physics as well as in semi-classical approximations to quantum probability distributions (Ballentine and McRae (1998)).