This video of one of the controlled burns of spilled oil in the Gulf of Mexico shows a vortex of flames, or a fire whirl. Look on the left side. It was shot on June 9, 2010 and distributed by the Deepwater Horizon Joint Information Center (Update May 20, 2014: the link no longer works.)
The video below is not an example of extreme fire behavior, but Ali Velshi from CNN explains how they do the burning, including corralling the oil and the design of their ignition device, which is two half-gallon jugs of diesel, wrapped in foam for flotation, with a flare between the two jugs.