Using a candle, and a tube, you can burn candle smoke.
FIRE IS DANGEROUS If you do not know this, you should not attempt this instructable, or any like it.
Step 1: Materials
To perform this experiment you will need the following items:
1. a candle (any type will do)
2. a tube (I used a 1/4"O.D. 5 32" I.D. copper tube like the one used on http://www.instructables.com/id/BUTTONHOLE-PUZZLE-POCKET-SIZED/) you could also use aluminum, brass, steel, and even glass.
3. a lighter or match
4. Something to hold the tube, it gets hot. (I used a helping hand tool)
Step 2: Set up
Place the tube over the lit candle. You want to get the bottom end of the tube close enough to the wick to produce a stream of white smoke out of the top end of the tube. Too close to the wick, and the candle will go out, too far from the wick, and the stream of smoke will not be thick enough. You may have to try different types of tubes and placing the tube at different angles.