Near the small town of Darvaz in Uzbekistan is a place that the locals call "The Door to Hell". Thirty-five years ago some geologists were drilling for natural gas there and hit upon a cavern. Poisonous gas was detected down in the hole, so the excavators ignited it in the hopes that it would "burn off" and clear out the air so that they could explore further.
It's been burning ever since, non-stop, for more than three decades.
Mash down here for more photos and one scary video clip of "The Door to Hell".
EDIT 2:28 pm 03/30/2008: Someone noted in the comments that Darvaz is actually located in Turkmenistan, not Uzbekistan. So I stand corrected. But in my own defense, I just took the original website at its word that this was Uzbekistan :-)