If you have purchased an Intel® Boxed Processor, it is likely that the box contained a fan-heatsink. Both the processor and fan-heatsink are covered by the 3-year limited warranty.

If the fan-heatsink fails during the warranty period, you may contact your point of purchase directly or Intel Customer Support for a replacement. To contact Intel Customer Support, please refer to the documentation that accompanied your boxed Intel processor.

If you are looking to uninstall or reinstall a working boxed processor fan-heatsink this document should help:
Resetting boxed processor fan-heatsink fasteners / pushpins

Some boxed processors, mainly enthusiast processors based on the LGA2011 socket, do not come with a fan-heatsink in the box. Some examples of these are the Intel® Core™ i7-3820, Intel® Core™ i7-3930K, and the Intel® Core™ i7-3960X Extreme Edition Processors.

Intel Corporation does not provide product recommendations, support or components for non-boxed Intel processors (OEM versions). Installation and warranty information for third party fans and heatsinks should be available from that manufacturer.

OEM systems, such as those manufactured by HP*, Dell* and Gateway* may provide a proprietary fan-heatsink solution. Support for those components should come directly from the system manufacturer. To qualify any particular thermal dissipation solution, a processor must remain within the thermal guidelines during operation. If there is a concern as to why a heatsink does not have a dedicated mechanical fan, contact the system manufacturer.

This applies to:

Intel® Celeron® Desktop Processor Intel® Core™ i3 Desktop Processor Intel® Core™ i5 Desktop Processor Intel® Core™ i7 Desktop Processor Intel® Core™ i7 Processor Extreme Edition Intel® Core™2 Duo Desktop Processor Intel® Core™2 Extreme Processor Intel® Core™2 Quad Processor Intel® Itanium® Processors Intel® Pentium® 4 Processor Extreme Edition Intel® Pentium® 4 Processors Intel® Pentium® D Processor Intel® Pentium® Processor Extreme Edition Intel® Pentium® Processor for Desktop Intel® Xeon® Processor Intel® Xeon® Processor 3000 Sequence Intel® Xeon® Processor 5000 Sequence Intel® Xeon® Processor 6000 Sequence Intel® Xeon® Processor 7000 Sequence Intel® Xeon® processor E3-1200 Product Family Intel® Xeon® processor E7-2800 Product Family Intel® Xeon® processor E7-4800 Product Family Intel® Xeon® processor E7-8800 Product Family