Just an FYI, the oil cooler above circulates coolant as previously mentioned to warm the oil when it's cold and cool it down when it's hot. It's not very efficient though and a separate aftermarket oil cooler does a much better job at it.
The hard lines go all the way to the heater pipe on the driver's side engine head. The other outlet for the cooler goes to another water pipe located right under the exhaust port on piston #6 on the driver's side engine block.
As far as which models got it, it comes on all VQ35DE although the pipe routing is different. It does not come on the VQ35HR and VQ37VHR in the US regardless of the model year. It DID however come pre-installed from factory to all G35's, G37's and 370Z's shipped to the Middle East and apparently Australia as well. I'm assuming there's more locations yet to be known.
The same oil cooler is also installed on all AWD G35's and G37's regardless of location.
Anyhow, below is a diagram from the FSM showing the routing of the pipes. This is on an HR which is identical to a VHR.
The image above shows the oil cooler/warmer system with all the associated water pipes circled in red. On cars that do not come with this system, water pipe #13 does not come with the small water outlet that connects to hose #11. As for the other water pipe #12, it does not exist and is instead replaced with a block off plate mounted straight to the engine block.
The picture below shows an HR block with no oil cooler/warmer. The upper water pipe has no 3rd outlet and the lower water pipe does not exist.
