MarkT:
Compare printing with a genuine part, the font and layout may differ somewhat.You cannot be sure about any parts from eBay, although they may be fine, sometimes they are not.
They look the same as all the photos that google images returns for "LM35DZ", but if I connect them directly to 5V and GND on the arduino then measure the voltage between Vout & GND with the my multimeter I get less than 10mV regardless of temperature, so I'm inclined towards them being fakes or a bad batch. I've ordered some more from a different seller so I'll see how those work out.