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).
'91 Pickup - Imelda
'08 Tacoma TRD - Donna
'09 Kawasaki KLR650
'12 Gunnar Rockhound 29
"Our task must be to free ourselves from this prison by widening our circle of compassion to embrace all living creatures and the whole of nature in its beauty. Nobody is able to achieve this completely, but the striving for such achievement is in itself a part of the liberation and a foundation for inner security. " --Albert Einstein