A generic model is presented for statistical systems which display thermodynamic features in contrast to our everyday experience, such as infinite and negative heat capacities. Such system are instable in terms of classical equilibrium thermodynamics. Using our statistical model, we are able to investigate states of instable systems which are undefined in the framework of equilibrium thermodynamics. We show that a region of negative heat capacity in the adiabatic environment, leads to a first order like phase transition when the system is coupled to a heat reservoir. This phase transition takes place without a phase coexistence. Nevertheless, all intermediate states are stable due to fluctuations. When two instable system are brought in thermal contact, the temperature of the composed system is lower than the minimum temperature of the individual systems. Generally, the equilibrium states of instable system cannot be simply decomposed into equilibrium states of the individual systems. The properties of instable system depend on the environment, ensemble equivalence is broken. (C) 2003 Elsevier Science B.V. All rights reserved.