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Using the molecular-dynamics method with pair and many-body potentials of interatomic interaction we study the role of the lattice vibrations and anharmonicity in structural stability and structural transformations in both bulk crystals (cyclic boundary conditions) and nanoparticles (free boundary conditions) in a wide range of temperatures and pressures. In particular, the structural stability and lattice dynamics of the high-temperature bcc phase in zirconium and iron are studied under various thermodynamical conditions (P-const, V-const). The dispersion curves of the vibrational spectrum of Zr are calculated at high temperature and pressure. The anharmonic corrections (frequency shift and phonon damping) are estimated for different volumes. It is shown that the lattice vibrations in $\textit{bcc}$ Zr, remaining strongly anharmonic in a wide interval of volumes and temperatures, determine the peculiarities of the zirconium P-T phase diagram. The effect of the cluster size on physical properties of bcc Zr and Fe nanoparticles is studied. It is found that in bcc Zr nanocrystals the temperature and mechanism of the structural bcc to hcp transition depend substantially on the particle size and shape. The effect of lattice vibrations on the mechanism of structural bcc to hcp transformation and the local lattice distortions is discussed.