I'll skip the short answer since it might sound abrupt. If you want a very good, and long, explanation I suggest checking out:
Retail and OEM Components
My answer is below.
Unless specified as included, OEM processors do not include heatsink, fan, instructions, etc.
Why? Computer manufacturers buy processors in bulk, by the thousands and get special pricing. Same for memory, hard drives, optical drives and motherboards. Branded computer manufacturers specify motherboard size, use custom cases, custom heatsinks, and type of fans. Heatsink profile may not be the same as the CPU manufacturer heatsink. So, they buy just the processors, without heatsinks.
Reliable firms selling OEM equipment most likely have bought up overages from a computer manufacturer. Overages are probably due to computer manufacturer changing to a different motherboard or different speed processor, assembled compuer model number, different CPU maker, etc.
Or, the OEM processor may be a "gray market" item, which could include stolen or black market items. Be careful.
Some vendors selling OEM equipment will not accept returned defective or DOA (dead on arrival) OEM CPU's. Some may not accept returns after a certain number of days after shipment to you. Leaving you with only a very time to install and then find out you have a defective, or presumed defective, CPU.
After that, you have to deal with the manufacturer for warranty service. If it's a "gray market" item the manufacturer may not honor the CPU warranty.
I always buy the "boxed retail processor"---by shopping around for lowest price from reputable sources. The boxed retail processor should be in a sealed, certified authentic, box which should include the recommended Heatsink/Fan, proper installation instructions, warranty ,etc. Then you don't have to worry about it having been damaged by static electricity, or cooked by a previous customer due to overvoltage or improper handling or installation.
Save the packaging materials in case you need to ship it back for warranty. Some warranties on CPU and Hard Drives stipulate returned material must be in original container in the original static bag/enclosure and accompanied by a copy of the original purchase receipt. And most all require an RMA number on two or three sides of the return packaging. Some provide a scan code type RMA to be pasted on the container. Otherwise they will not accept the shipment.
I save and mark the box of any computer component as "hold" until whatever date the warranty expires. Usually three years AFTER purchase for CPU's.
Be sure your motherboard is compatible with the OEM processor. A bios upgrade may be needed BEFORE you move up to a faster CPU. If your computer has died without a known reason, don't presume the CPU has failed. Unless you have specialized equipment to separately test the CPU, motherboard, memory and power supply voltages.
Hope this helps, a bit lengthy but it's my take on the subject. For the really long and very good explanation scroll back up and go to the link.
Cheers!
