There aren't a lot of bulk-conduction resistors around. Old carbon comps and carburundum rods come to mind. Maybe some bulk conductive ceramics. Most resistors are some conductor, wire or metal foil or films, on top of or buried in some insulator, thermally complex.
We make current shunts by chemically milling sheet manganin into goofy shapes and epoxying them to anodized aluminum heat sinks. I wish big slabs of diamond were available; that would solve some problems.
It is surprising how serious eddy current effects can be in heatsunk power resistors, like the metal-case MIL power wirewounds, or the Vishay metal foil resistors in TO3 or TO220 cans.
Those MIL guys do fatigue and fail, with drama, in high-power pulsed apps, after a few tens of millions of cycles.
These are great for high power and pulsed apps:
ftp://jjlarkin.lmi.net/Welwyn.JPG
Porcelainized steel, pre-curved to hug a heat sink.
John