We discuss non-Gaussian effects associated with the local large-scale struc
ture contributions to the cosmic microwave background (CMB) anisotropies th
rough the thermal Sunvaev-Zel'dovich (SZ) effect. The non-Gaussianities ass
ociated with the SZ effect arise from the existence of a significant four-p
oint correlation function in large scale pressure fluctuations. Using the p
ressure trispectrum calculated under the recently popular halo model. we di
scuss the full covariance of the SZ thermal power spectrum. We use this ful
l covariance matrix to study the astrophysical uses of the SZ effect and di
scuss the extent to which gas proper-ties can be derived from a measurement
of the SZ power spectrum. With the SZ thermal effect separated in temperat
ure fluctuations using its frequency information, the kinetic SZ effect. al
so known as the Ostriker-Vishniac effect, is expected to dominate the CMB t
emperature fluctuations at small angular scales. This effect arises from th
e baryon modulation of the first order Doppler effect resulting from the re
lative motion of scatterers. The presence of the SZ kinetic effect can be d
etermined through a cross-correlation between the SZ thermal and a CMB map
at small scales. Since the SZ kinetic effect is second order, however. cont
ributions to such a cross-correlation arise to lower order in the form of a
three-point correlation function, or a bispectrum in Fourier space. We sug
gest an additional statistic that can be used to study the correlation betw
een pressure traced by the SZ thermal effect and the baryons traced by the
SZ kinetic effect involving the cross-power spectrum constructed through sq
uared temperatures instead of the usual temperature itself. Through a signa
l-to-noise calculation, we show that future small angular scale multifreque
ncy CMB experiments, sensitive to multipoles of a few thousand, will be abl
e to measure the cross-correlation of SZ thermal and SZ kinetic effects thr
ough a temperature squared power spectrum.