For the auto repair minded. What could cause a brake pad/assembly to get super hot? Has melted two hubcaps.

A sticking or dragging caliper will not allow the brake pad to disengage from the surface of the brake rotor. Not only does this cause excessive premature brake pad and rotor wear, but the vehicle will be literally driving with the brakes slightly applied all the time. A telltale sign of a severely sticking caliper piston is the vehicle pulling to one side when driving. If you constantly have to hold the steering wheel in place, it may not have anything to do with steering or wheel alignment. One of the causes I have seen is that the black hose leading to the calipers is collapsed on the inside. It will act like a one way valve, this will not release the pressure when you release the brake, but the greater hydraulic pressure when you step on the brake will go through to the caliper. This built up pressure will be like driving with your brakes on causing heat build up in that wheel. If you continue driving the car like this it could even lead to transmission failure. One way to check for this is lift the vehicle with a floor jack and secure it on jack stands. Try spinning the wheel. Now open the bleeder and release the pressure then close it. If the wheel turns freely you have a collapsed line. If not it is most likely the caliper itself that is sticking.

It could be your calilper bolt and pin are seized, causing the caliper to lock up against the rotor.

Nargals....

I'd say your caliper or wheel cylinder is sticking and not releasing. Don't keep driving it like that, it will catch the car on fire. I've caught a tire and brake line on fire that way, which thankfully died out when I stopped and didn't burn up the whole car. You didn't say whether it was a front wheel or rear wheel, but that is where I'd go looking. Its either that or you've got some off brand pads or shoes that are sticking. There are certain "speedy" brake places that are known for that. That is how they do it so cheap and that is how they can guarantee your shoes or pads for life...they know the pads and shoes they use are going to bring you back for complete new brakes.

your brakes are binding, meaning the pads/shoes are rubbing on the disk/drum. As the car drives, it generates heat. Lots of heat. It also means you're getting sluggish performance and poor fuel consumption figures

Could be dirt/rust, weak springs - many things more than I can tell you as I'm no expert.

It could even be a handbrake cable that's sticking or someone who keeps his foot ready above the brake pedal but doesn't actually press on it, honest

might be your brake cylinder is sticking, the one inside your wheel, might check that

The caliper is not releasing keeping the pad tight to the disc. Most likely there is rust and dirt in the slides that allow the caiper to slide sideways.

Best have someone check it out and free up the caliper if you are not mechanicaly inclined.