You need: Some matches, a flashlight.
The experiment: Light a match and hold it about 2-3 inches away from the wall. Shine a flashlight over your hand holding the match. You'll notice that only the shadow of your hand and the matchstick itself will appear on the wall - the flame will not appear.
Explanation: Fire does not produce a shadow, because it doesn't impede the passage of light through itself in the same way that physical materials do.