The heat sink on my CPU (AMD Phenom 3.6 Ghz Quad Core) has a arrangement of copper pipes running through it,one assumes they has some kind of fluid in them in a closed system came with the CPU when I bought it,pretty heafty fan as well.
Did install a couple of extra four inch fans as well,but it proved to be irritatingly noisy so I took em out,
Of course a lot of cooling is achieved by the case not having a lid,dont believe in lids, built a one that didn't have a case once,worked fine for years.
Behold