Fire Underwater

Warm the base of a candle stump and stick it in a bowl. Fill the bowl with cold water up to the rim of the candle. If you light the wick it burns until it is under the surface of the water. Then the candle flame hollows out a deep funnel. An extremely thin wall of wax remains standing around the flame, preventing the water from extinguishing it.
The water takes so much heat from the candle that its outer layer does not reach its melting point, and the wax there cannot evaporate and burn.