> The component category I've never seen fail is CPU.
The CPU can fail if the heatsink falls off! That is something that happens (I've had one come off in my hand that was being held on by nothing but hopes and dreams, fortunately not while the CPU was powered on). More likely in a desktop tower form factor.
Even that is not guaranteed to break a modern CPU though as they all monitor their thermals and down-throttle (even below way specified minimum speeds) as needed to protect themselves. Not that I'd recommend relying on that but still, I have had cooling fail without apparent damage.