There is a joke
and so mean
that I would only suggest you use it where you have access to a door, and will never see the person you played it on EVER AGAIN. It is popular in bars
with a high transient/violent/military clientele
You take a bill, the higher the denomination, the better the joke works. Have the victim hold the bill tightly across the back of one hand. Then, give them a lit cigarette and tell them the bill is theirs if they burn through it.
They know that they will burn their hand, but the trick is that they usually completely underestimate how badly. Monetary paper burns at a temperature almost THREE TIMES that of skin. Due the the heatsink effect of the skin (and eventually flesh) behind the hot spot, the bill will not burn until the victim has pushed it completely through their hand.
(This is directly related to Boiling water in a paper cup.)
Most people give up after they realize that they have destroyed the back of their hand, and it is impossible to burn through the bill as long as their hand is intact. I have seen people try (I didn't instigate the prank) until their hand was a mess, and have to give the bill back. On both occasions a fight ensued.
A variation of this is the traditional "guts" contest between soldiers where they lay a lit cigarette between their forearms and see who pulls away first. I have seen soldiers do it until it burns out. Anyone you see with a long burn scar on their forearm is a veteran of this contest, and is usually a really tough sonofabitch.