The paintings you'll see here were done on a special paper, sold for the purposes of oil painting. It has a texture that mimics canvas and a waxy sort of finish that, no doubt, equates to the priming on the canvas. The paper is cheaper than canvas, and takes up less space than a stretched canvas would do, or even a board, but paintings on it are a bit of a pain to frame. I'd say that it's a good choice for sketches and for getting used to the medium, less so for anything you're thinking of in a more permanent vein. Also, if you're taking it out somewhere, you'll need a board to put it on, so it doesn't save any weight or space on the expedition!
About framing. I have had one of my oil-on-papers framed. It was done commercially, and the framers had a process by which they bound it to a board before applying the frame itself. If I remember correctly, it was a heat-adhesive process; some of the impasto was 'lost' (squashed, I think), so I think they must have used some sort of press.
Some examples of oil-on-paper works already posted: