In this paper we consider classical and quantum versions of the critical long-range O(N) model, for which we study finite-size and finite-temperature effects, respectively, at large N. First, we consider the classical (isotropic) model, which is conformally invariant at criticality, and we introduce one compact spatial direction. We show that the finite size dynamically induces an effective mass and we compute the one-point functions for bilinear primary operators with arbitrary spin and twist. Second, we study the quantum model, mapped to a Euclidean anisotropic field theory, local in Euclidean time and long-range in space, which we dub fractional Lifshitz field theory. We show that this model admits a fixed point at zero temperature, where it displays anisotropic Lifshitz scaling, and show that at finite temperature a thermal mass is induced. We then compute the one-point functions for an infinite family of bilinear scaling operators. In both the classical and quantum model, we find that, as previously noted for the short-range O(N) model in [1], the large-N two-point function contains information about the one-point functions, not only of the bilinear operators, but also of operators that appear in the operator product expansion of two fundamental fields only at subleading order in 1/N, namely powers of the Hubbard-Stratonovich intermediate field.