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A fan can be mounted under any box if you drive the screws into a structural member.
When it comes to fans, that's usually the best method. I use used saddle boxes like Mikey mentioned, but I really don't need the extra wiring space since the fan canopy has it, so I use normal pancake boxes.
When it comes to hanging lights in old houses, having fittings like active1 mentioned is important. One situation he didn't mention is the old "knuckle". It's just a piece of metal mounted to wood that BX cables came thru, held in with a set screw. Then in the middle there was a threaded hub to hold the light. There was no box, the light canopy serves as the enclosure. It's probably best to replace these, but that raises the cost $200+. So when the customer just wants a new light put up cheap, having these parts helps: