Yeah, I once got a mate to help me set fire to things and filmed it.
Burnt stuff over a black background, blue background.
Gas flames,
paper burning.
Easy to composite, and has been used LOTS of times.
Nothing beats real flames.
Those fake ones look flaky!
The easiest thing to do is get a cheap can of hairspray and a lighter.
Place the camera a distance away, and zoom in.
I found black back best.
Wait till night time,
shutter fast, aperture wide open,
Fire some bursts of hairspray and light.
Be careful though.
Still worst case and you might have $10,000 from AFV!