Some plugs you can buy with a transformer attached to them. They plug directly into the wall socket and often feed power down a thin cable into something like a walkman or portable TV set.

But they don't seem to have a replaceable fuse in them so how do they work?

The regulations with transformers are that consumers are not allowed to tamper with their fuses so they are all sealed inside the device. There are two ways which the transformers protect themselves. Firstly they have a thermal fuse in the primary coil which blows when the current rises above 2 amps or the temperature rises above 130 degrees.

These are both extreme conditions which shouldn't occur during the lifetime of the device. The second fuse device is called a PTC. Which is a kind of bi-metallic strip which bends away breaking the contact when the temperature gets to high . As it cools down again it bends back restoring the circuit.