Thermite is an insanely reactive mixture of aluminum powder and metal oxide. The reaction is incredibly violent and hot, capable of incinerating all sorts of materials. It’s more commonly used in welding and pyrotechnic shows, but is tons of fun. The video even shows how insanely hot and dangerous this stuff can be. A spark from a small sample ignites a bucket full of thermite, causing a violent reaction. You can actually buy thermite on ebay, but be sure to be extremely careful and, of course, only use it under supervision of a trained professional.