Various things can cause this, the caliper hanging on the pins, the pads hanging on the rails. Torn boot on the (caliper) piston that gets full of mud and/or rust and siezes. The flexable brake line can seperate (usually inside) and act as a valve, not allowing the pads to retract. Water in the brake fluid will boil, make steam and cause the brakes to sieze. Improper assembly, I've seen guys put the pads in reversed (inner and outer) or two inners on one side and tow outers on the other (though you usually notice very quick, when that happens). Not compressing the piston, before installing the pads, can cause them to heat up and sieze (note, the first braking after assembly, often doen't do much, until the pistons/pad seat to the proper depth).
I got one set of pads, that were so thick, they wouldn't retract all the way (or at all). There was a constant (slight) pressure on the disc, when they heated up they would sieze.