Those little scented candles with the wick anchored on a metal base turn out to be little bombs if you let them burn down. The metal base heats up enough to ignite the wax directly and it is a bit of bother to extinguish the wax fire once it gets going.

The one time it happened to me, I had a faint memory that throwing water on a wax fire was a very bad idea (steam explosion scattering flaming wax, I think) so I smothered it with a pot. I guess kitty litter would have worked as well.