I don't know whether it is a myth or not, but it's pretty cool.
Boil water in a paper cup. You can use an open flame to do it. Any "paper" cup will work.
It is impossible (under normal pressure) to heat water past it's boiling point, which of course is about 100C (depending on the ion content of the water), and the flash point of the paper is significantly higher. So the water keeps the paper cool enough it won't ignite.
Best regards,
--Tachus