We analyse the nature of the statistics of the work done on or by a quantum many-body system brought out of equilibrium. We show that, for the sudden quench and for an initial state which commutes with the initial Hamiltonian, it is possible to retrieve the whole non-equilibrium thermodynamics via single projective measurements of observables. We highlight in a physically clear way the qualitative implications for the statistics of work coming from considering processes described by operators that either commute or do not commute with the unperturbed Hamiltonian of a given system. We consider a quantum many-body system and derive an expression that allows us to give a physical interpretation, for a thermal initial state, to all of the cumulants of the work in the case of quenched operators commuting with the unperturbed Hamiltonian. In the commuting case the observables that we need to measure have an intuitive physical meaning. Conversely, in the non-commuting case we show that, although it is possible to operate fully within the single-measurement framework irrespectively of the size of the quench, some difficulties are faced in providing a clear-cut physical interpretation to the cumulants. This circumstance makes the study of the physics of the system non-trivial and highlights the non-intuitive phenomenology of the emergence of thermodynamics from the fully quantum microscopic description. We illustrate our ideas with the example of the Ising model in a transverse field showing the interesting behaviour of the high-order statistical moments of the work distribution for a generic thermal state and linking them to the critical nature of the model itself.