Can grep show only words that match search pattern?

Question

Is there a way to make grep output \"words\" from files that match the search expression?

If I want to find all the instances of, say, \"th\" in a number of files, I

Answer 1

Try grep -o

grep -oh "\w*th\w*" *

Edit: matching from Phil's comment

From the docs:

-h, --no-filename
    Suppress the prefixing of file names on output. This is the default
    when there is only  one  file  (or only standard input) to search.
-o, --only-matching
    Print  only  the matched (non-empty) parts of a matching line,
    with each such part on a separate output line.