Does protein break down when you bake it?

[MasterC]

I realize I may be rehashing some old stuff here, but I can't seem to find myself an answer I know that protein powder will break down once you mix it into say a protein shake, but what about using it to add protein to say a muffin mix??? I've heard of people adding protein to their cookies and whatnot...doesn't the protein break down once you mix it in with all the other ingredients and bake them???