  Heat capacity and anisotropic thermal expansion was measured for
Ba(Fe_{1-x}Co_x)_2As_2 (x = 0, 0.038, 0.074) single crystals. Thermal expansion
is anisotropic and, in tetragonal phase, is significantly higher along the
c-axis. Previously reported phase transitions, including possibly split
structural and magnetic for x = 0.038 are clearly seen in both measurements.
Uniaxial pressure derivatives of the superconducting transition temperature
inferred from the Ehrenfest relation have opposite signs for in-plane and
c-axis pressures for both Ba(Fe_{0.962}Co_{0.038})_2As_2 and
Ba(Fe_{0.926}Co_{0.074})_2As_2, with the opposite sign of this anisotropy.
