[Arran]

Sometimes they are also called "twist cans" they were very commonly in use from the late 1930s probably up until the 1980s. While they often attach through slots in the chassis many are installed on a mounting plate which can be steel or phenolic depending on the application. Here is an example:

http://store.triodestore.com/twisel.html

They are still available new but usually with inflated prices, as this guy has, and limited selection, probably because of the guitar amp guys. Old TV sets often used several of the things, my old G.E COT4 uses three or four of them, along with at least a half dozen axial lead ones with spade terminals instead of wire leads.
Regards
Arran