There are many drinking stunts that involve fire. This is one of the more exciting.

1) Order a shot of sambuca.
2) Dip your first two fingers in it.
3) Light the sambuca on your fingers on fire and raise them aloft.
4) Drink the shot (quickly!)
5) Shake, blow out, or otherwise extinguish your combusting fingers, hopefully before permanent damage has occurred.

Variation: you light your fingers, a friend drinks the shot.