Since omega-3 oils should basically not be heated because they are a lot less stable, what happens to these oils in fish such as salmon when I cook them?

You are correct that omega-3 fats are highly susceptible to oxidation during heating, and this is particularly true when these fats are in a refined state (e.g., flax seed oil or fish oil). When the omega-3 fats are still a component of the food ...

from The World's Healthiest Foods http://ift.tt/1jjYXTh