I think what the problem may be is the fact that people with 965 are thinking that their chips should be able to OC vastly higher than the 920's and 940's... but I don't think that this is the case. From what I hear the 965's can reach max OC's easier and at lower voltages, but I think that the entire i7 family has about the same roof. So if you are really wanting to get nutzo overclocks you may be forced to look more to cooling than chips.
However, to go from 4.0 to 4.2 gHz I am pumping in serious voltage to the chip and prime95 gives out relatively early but still doesn't hit serious temps. So I don't think it is a cooling problem. I think there is something else going on around 4G.