This work describes the interpretation of THEMIS-derived thermal inertia data at the Eberswalde, Gale, Holden, and Mawrth Vallis Mars Science Laboratory (MSL) candidate landing sites and determines how thermophysical variations correspond to morphology and, when apparent, mineralogical diversity. At Eberswalde, the proportion of likely unconsolidated material relative to exposed bedrock or highly indurated surfaces controls the thermal inertia of a given region. At Gale, the majority of the landing site region has a moderate thermal inertia (250 to 410 J m^-2 K^-1 s^-1/2), which is likely an indurated surface mixed with unconsolidated materials. The primary difference between higher and moderate thermal inertia surfaces may be due to the amount of mantling material present. Within the mound of stratified material in Gale, layers are distinguished in the thermal inertia data; the MSL rover could be traversing through materials that are both thermophysically and compositionally diverse. The majority of the Holden ellipse has a thermal inertia of 340 to 475 J m^-2 K^-1 s^-1/2 and consists of bed forms with some consolidated material intermixed. Mawrth Vallis has a mean thermal inertia of 310 J m^-2 K^-1 s^-1/2 and a wide variety of materials is present contributing to the moderate thermal inertia surfaces, including a mixture of bedrock, indurated surfaces, bed forms, and unconsolidated fines. Phyllosilicates have been identified at all four candidate landing sites, and these clay-bearing units typically have a similar thermal inertia value (400 to 500 J m^-2 K^-1 s^-1/2), suggesting physical properties that are also similar.