Shape memory materials are a class of smart materials able to convert heat into mechanical strain (or strain into heat) by virtue of a martensitic phase transformation. Some brittle materials such as intermetallics and ceramics exhibit a martensitic transformation but fail by cracking at low strains and after only a few applied strain cycles. Here we show that such failure can be suppressed in normally brittle martensitic ceramics by providing a fine-scale structure with few crystal grains. Such oligocrystalline structures reduce internal mismatch stresses during the martensitic transformation and lead to robust shape memory ceramics that are capable of many superelastic cycles up to large strains; here we describe samples cycled as many as 50 times and samples that can withstand strains over 7%. Shape memory ceramics with these properties represent a new class of actuators or smart materials with a set of properties that include high energy output, high energy damping, and high-temperature usage.