I seem to recall seeing someone using copper pipe and running that from the components on the motherboard to parts of the case.. I *think* they might have put something inside the pipes but I do not remember what.
The problem is that it is a very custom build for each case and motherboard and video card. And even then your average case is not really any good at dissipating heat in comparison to a normal heatsink.
Sure, you can reconstruct the case to be crazily finned but at that point you are better off fabricating a custom case.