You can make a real, working rocket from a simple sheet of paper!
The heart of this is a traditional "water bomb" origami model. There are already quite a few Instructables on making the water-bomb, so I simply present the steps as photos.
Turning it into a rocket, though...
The fuel I chose for this project was propane from my blowtorch. It's a happy coincidence that a drinking straw fits down the central delivery tube of my blowtorch. I cut a straw to a spike, and it became a perfect delivery system for injecting fuel into the water bomb through the inflation hole.
I blew in gas for a few seconds, laid the rocket on its side, then applied a match to the hole.
I normally fuel these with methane (natural gas) from my lab gas-taps, so a few rockets went up in flames while I got the fuel-air mix right...