Ordinary birthday candles
are snuffed when you blow them out. Not trick candles!
Imagine this, you blow out the candles...and they light back up again? How? Maybe you didn't blow hard enough, so you blow them out again, no flame remaining.
Huh? They're still lit? How do they keep lighting back up? (This scene happens fairly frequently at kids' parties involving these candles)
The secret is that woven into the wick is a thin filament of Magnesium. Magnesium can get very hot, so when you blow out the flame, the heat relights the candle. Magnesium is one of the ingredients of sparklers, and if you look carefully, you can see a small spark jump out of the candle every so often.
If you blow hard enough continuously, the candles will eventually go out, or you can douse it with water, but it would ruin the cake. Eventually they will go out as they lose potency for some reason. Or you could lick your fingers and put out the flame yourself. (I didn't condone it)