OEM Processors - no warranty from the manufacturer. The only warranty you get, if any, is from the place of purchase. Often it is 30 days or less. Some retailers give you a 1 year warranty. Some give you a 1 year warranty only if purchased with a compatible heatsink, etc.
Retail Processors - 3 year manufacturer warranty.
OEM Hard drives - What the manufacturers call 'OEM' and what retailers like Newegg call OEM are 2 different things. To the manufacturer, OEM refers to drives sold in bulk to Gateway, Dell, HP, etc., who have to support any problems with the drive - the manufacturer gives you no warranty whatsoever. What Newegg and similar places sell are considered 'bare' drives, even though they may say OEM which they shouldn't because it's confusing. Those drives should have the same manufacturers warranty as a retailed box product - 1 year for most IDE drives, more for SCSI.
Retail Drives - see above. Back when IDE drives had 3 year warranties, places like CompUsa often sold drives under their own names - usually they were Maxtor drives and identical to the Maxtor branded drive in every way except you had to go to CompUsa for warranty support and the warranty period was often 1 year instead of 3 for the regular packaged drives.
OEM other things - vid cards, etc. - all depends on the manufacturer and the product - some OEM vid cards and other devices have no factory warranty at all, some (and in my experience, most) have the same warranty as the retail packaged product.