It is well known that interactions with electrons or X-rays can affect the microstructure as well as chemistry. Certain phases are instable in vacuum, or will be damaged during the interaction with the electron or x-ray beam. You can even melt phases with an electron beam, i.e. one cannot exclude phase transformations as well.

Fortunately, typical techniqual materials are quite stable...perhaps one reason why they are in use. But I have seen already phase transformation during preparation in focused ion beam, and I have seen phases destroyed under the electron beam. Phase transformation...might be as well. It depends on the metastability of the respective phase but also on the energy density of the electron beam.

AFM might be less destructive. At least I did not hear about it, but with a certain probe I would not exclude this as well. 

It is well known that interactions with electrons or X-rays can affect the microstructure as well as chemistry. Certain phases are instable in vacuum, or will be damaged during the interaction with the electron or x-ray beam. You can even melt phases with an electron beam, i.e. one cannot exclude phase transformations as well.

Fortunately, typical techniqual materials are quite stable...perhaps one reason why they are in use. But I have seen already phase transformation during preparation in focused ion beam, and I have seen phases destroyed under the electron beam. Phase transformation...might be as well. It depends on the metastability of the respective phase but also on the energy density of the electron beam.

AFM might be less destructive. At least I did not hear about it, but with a certain probe I would not exclude this as well. 

some of them are characterization technique which does not influence on materials properties like TEM, AFM, SEM etc. microscopy. but exceptionally XRD have some influence on materials characteristics in the process of testing. 

an example of what can easily happen in some probed systems during typical microanalysis:

TEM and SEM (relatively large electron beam density at the spot)

If you perform your analysis on metal or metal oxide nanostructures, you won't face any significant morphological or chemical change of your sample. BUT, if your nanoparticles, for example are capped with some polymer, e.g. PVP-capped Ag nanoparticles, the local heating coused bt the e- beam will induce an often evident modification of the capping layer... even its disappearance. This can be so effective that you may directly observe the change in few seconds or minutes while observing a selected sample region.

Generally speaking, any material in your sample composition that has low thermal conductivity and/or is somehow thermally isolated (or constrained) within the rest of the analyzed structure can be severely modified by the e- beam (or ion-beam) probe with a dynamics that could be so fast to even lead to a false result.

bio-materials, polymers, low-melting-point composites are of course the main candidates for such effects.

On the other hand, microanalyses not involving any significant and localized energy exchange between probe and sample are safe, as is the case of optical microscopy, AFM. 

@A. Khandan: I do not understand your statement. How XRD influences materials properties? Do you have some examples?

What type of material? A beam of electron can leave a mark on the surface of your specimen, if that is of concern.

Recently, we could even growth crystals in an SEM. It always depends how much energy is necessary to change/transform/destroy a phase.  

Certainly. For many of this microscopy techniques a strong power source is applied which is basically the origin for all chemical/physical changes (some kind of energy input). 

For example you can melt a whole right through many organic samples under the SEM, which is basically how you perform electron beam lithography; You can use TEM to characterise hollow organic structures because the high power electron beam can penetrate the organic shell; you can use AFM to carve out structures on soft materials with a hard AFM tip. More often, if you focus your laser beam on a sample long enough under the SEM you can observe a semi-transparent shell forming which is happening because the organic species on the surface of your sample is being fried into carbon. The list goes on. 

But when the electron beam consist of charge electron and that charge electrons incident/ reflected/ passed through sample. The atoms present in the sample get charge or not;if so, then that atoms condition remain same or changed. whether previous condition happen then the sample will heated with the change in physical properties. Yes or No. Please elaborate.

If you mean "does an ion change its oxidation state (and charge) due to interaction with electron beam (E.B.) then answer is "no". If your question is "does an ion change its electronic structure irreversibly due to interaction with an E.B." then answer is "mostly no" (e.g. AgCl is fotoactive and it degrades being exposured to light or E.B.). If you ask "does an E.B. influence on an ion and its electron structure at all" then answer is "sure yes, but mostly that influence expressed in fast interatomic processes, short-living excitation states and on a macroscale heating of a sample".

I think it's almost impossible to answer your question in a definitive fashion. In general this is basically the difference between nondestructive analytical techniques and destructive ones. But even for nondestructive ones, each time they are used in a specific scenario, the results would be different. For example if you use the SEM to image something conductive like metal, than the electrons passes through, but if you use it to image something nonconductive like polymer than it melts. Same technique, one changes and one doesn't. And even if you image metal, if it is a very thin tip, you will be able to melt it down and reconstruct the surface packing. So if you are not careful or you deliberately want to change physical properties, then yeah, you can do it.