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The presence of residual stresses affects the fatigue response of welded components. In the present study of thick welded cantilever specimens, residual stresses were measured in two A36 steel samples, one in the as-welded condition, and one subjected to a short history of bending loads where substantial local plasticity is expected at the fatigue hot-spot weld toe. Extensive X-Ray Diffraction (XRD) measurements describe the residual stress state in a large region above the weld toe both in an untested as-welded sample and in a sample subjected to a short load history that generated an estimated 0.01 strain amplitude at the stress concentration zone at the weld toe. The results show that such a test will significantly alter the welding-induced residual stresses. Fatigue life prediction methods need to be aware that such alterations are possible and incorporate the effects of such cyclic stress relaxation in life computations.