They shouldn't be getting hot in the first place. You probably have corrosion that makes a resistive connection. The ones that get hotter are more than likely the ones that have more current flowing through them.
If the connections look clean, check the amp draw on the fuses that are getting hot. Things may have been added to the circuit, or equipment on the circuit may be drawing more currenty than they should (blower motors that are binding for example). A 20-amp fuse does not blow instantly as soon as it is loaded above 20-amps. They will hold an overload for a time. The higher the overload the faster thay will blow (a short is really just a HUGE overload as far as a fuse is concerned). You may have a circuit that is slightly overloaded and causing excessive heat.
Depends on the load and the location of the resistance. Resisitance equals heat in an electrical circuit. It also causes the voltage to drop. In an incandescent light circuit the extra resistance would cause the voltage to drop and the light would just put out less light (that is how old dimmers worked, they put resistance in the circuit causing the light to dim, but then the dimmer got hot). In a motor circuit, the motor will still try to put out its rated horsepower even though the voltage is less, thus causing the current to increase. If the high resistance connection was at the fuse, the heat from the connection would be at the fuse. If the high resistance is somewhere else, you are right, it would not be felt at the fuse UNLESS it has caused the current in the entire circuit to increase.
What everyone so far has said is 100% correct. It can also be an old fuse beginning to go bad. Try replacing the hot fuse with a new one or swapping it with an IDENTICAL fuse that does not get hot. (Preferably use a new one, as the issue is also dependent on how much current the fuse actually draws.) If the problem disappears or follows the fuse, you have found the problem.
check the fuse holder good they loose tension over time and get a loose connection to the fuse when current draw increases the resistance goes up thus heats resistance = heat that is how a toaster works