One of the film collecting forums I frequent included a link to a fascinating training film that's been preserved via Google Video.
It was made in the mid-1960s in Luxemberg to demonstrate how firefighters might deal (or not deal) with flammable nitrate film.
It's fascinating to see them dipping the stuff in water or covering it with sand and chemicals and it just continues to burn - it sets off a chemical reaction that provides its own oxygen to fuel the fire.
video at Google video
There's also an interesting article by one of the forum members about a nitrate film fire that happened in one movie theater.
article at othercinema.com