UL has been requiring thermo-fuses in these motors for quite a while, yes they are buried in the windings and if you look at the end of the windings you will see three terminals, one is where the winding connects to the fuse and the other end connects to the terminal to the hot, the last one is of course the neutral connection, I have jumped between these to get my own fan back running after I cleaned the motor and lubed it, but I would never do it on a customers fan as now you have a fire waiting to happen.
You will also find these thermo-fuses in small doorbell and furnace transformers, if you dig one out of the windings they look like a small cap with a pointed end, but they will have a temp rating on them, most are rated in centigrade although I have seen a few with a 194?F rating common is 90?C, Radio Shack even sells them for hobby use in a variety of ratings.
Most shaded pole motors are impedance protected but leave one in a lock rotor condition long enough and they can cause a fire because the insulation can start to fail on the windings and as they start to short together it can get hotter and hotter.
Next time you have one of these motors out, look for the bump in the paper or plastic winding cover, also look for the three connections if you have one that has quit running, take a wire between the hot and the terminal that has no outside connection and it will run again if the motor is free to run, but do not use it like this as it has a chance of causing a fire, also many PSC motors has them in them also, there was a recall on some China made box and floor stand fans because they didn't put a thermo-fuse in the windings which the warning was about how they could cause a fire, I think it was about 10 to 15 years ago??
Here's a image of one:
And a web link that has a little info about them:
Comstat
