Stability of the vortex matter - magnetic flux lines penetrating into the material - in type-II superconductor films is crucially important for their application. If some vortices get detached from pinning centres, the energy dissipated by their motion will facilitate further depinning, and may trigger an electromagnetic breakdown. In this paper, we review recent theoretical and experimental results on development of the above mentioned ther-momagnetic instability. Starting from linear stability analysis for the initial critical-state flux distribution we then discuss a numerical procedure allowing to analyze developed flux avalanches. As an example of this approach we consider ultra-fast dendritic flux avalanches in thin superconducting disks. At the initial stage the flux front corresponding to the dendrite's trunk moves with velocity up to 100 km/s. At later stage the almost constant ve-locity leads to a specific propagation r egime similar to ray optics. We discuss this regime observed in supercon-ducting films coated by normal strips. Finally, we discuss dramatic enhancement of the anisotropy of the flux patterns due to specific dynamics. In this way we demonstrate that the combination of the linear stability analysis with the numerical approach provides an efficient framework for understanding the ultra-fast coupled nonlocal dynamics of electromagnetic fields and dissipation in superconductor films.