This would be any device in the "hockey puck" style packages, mostly used on SCRs and GTO thyristors.

The construction of this device relies on external mechanical force to make the electrical connections between the metal "slugs" of the package and the internal semiconductor die. This force (typically hundreds of pounds!) is normally provided by the heatsink assembly that the device is clamped into. Unless the device is suficiently compressed, it may test as "open", because the connection between the contacts and the die is lost.