What happens when you stick a lava lamp on top of a hot stove? Find out in this Mythbusters episode. Here’s a short bit on lava lamps:

The lamp consists of an illuminating bulb, a glass bottle containing a transparent oil and translucent wax (although other combinations may be used), and a metallic wire coil. The glass bottle sits on top of the bulb, which heats its contents. The metallic wire coil is hidden in the base of the lamp, on which the glass bottle is sitting

[via Wikipedia]

Part 1

Part 2