Mine is as Jeff described. There is no TPR valve on the water heater itself, but there is a pressure relief valve on the hot water pipe below the unit.
On all water heaters a Domestic expansion Tank is required on the cold side unless there is one on the water main. Also a pressure only relief valve is required on the On Demand water heaters and a T&P relief valve (temperature and pressure) is required on all conventional style water heaters. Also a vacuum breaker is required on the cold water side unless that particular brand water heater says one is built in which can be found in the mamual. The vacuum breaker prevents the tank from crushing or collapsing in the event that a vacuum is created usually if they shut off the water main in the street this will create a massive suction called a vacuum. The vacuum breaker allows air to be pulled in to counteract the vacuum. Also when filling a conventional water heater always open the relief valve and pop it closed once water begins to shoot out.