Un-Mounting Your Thermostat
Before you attempt any of the below, turn off the power to the unit at the breaker panel.
For the Warmup 3iE and 4iE thermostats, locate the two screws at the bottom of the thermostat. Release these two screws but do not remove them. You should be able to unclip the faceplate from the bottom up.
This will then unveil the back unit which is mounted to the wall with another two screws. Remove these two screws that mount the unit to the electrical box. Then pull the device away from the wall carefully. If the device has been there for a while, use a utility knife to carefully slice the paint around the unit. Especially with latex paint (common), removing the unit from the wall after several years can pull some paint with it leaving you with additional work. Simply run the blade lightly around the unit to prevent the paint to stick to the unit as you pull it out.
For the TH115 and UDG or WUDG models, the initial screw for the faceplate is at the bottom. There should only be one screw on these models.