The .22LR story was busted on Mythbusters. If you heat it up enough (and assuming there was a short that blew the fuse that is legitimate) it will fire, but since the case is not contained by the chamber of the gun the bullet just doesn't have any force like it would normally. As I recall the case just split open.
The last segment was a short one about using a .22 caliber bullet as a automobile fuse. As the story kind of goes, some people were returning on a trip and shorted a fuse. They used a bullet as a fuse and continued driving. Later on, the bullet suddenly fired and hit the driver in a sensitive area. The story, as attributed, was apocryphal, but they discovered that if you do create a short in the electrical system, the bullet will fire. However, due to the housing, it doesn't fire with nearly the same amount of force as it would from a gun (Buster was fine afterwards).