you know how they used to tell us that if you threw a burning cigarette butt out a window and someone drove over it and it could hit their gas tank and explode? bet that would actually work
flame arrows have always been... tricky, because the speed of the arrow is such that the usual fire-starting tools are more often than not put out by the rush of wind.
of course, we have better tools than flaming oil-soaked rags tied to an arrow now, so who knows?
Sparklers don't blow out in the wind, and neither do storm proof matches. Crafting an arrow using either without compromising flight capabilities too badly sounds like an interesting science experiment to me.
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Maybe a special, with the Mythbusters and Bill Nye
of course, we have better tools than flaming oil-soaked rags tied to an arrow now, so who knows?
...or as Gleefully as Jamie Hyneman ever got...