Horsetail Falls on Yosemite's El Capitan puts on a "natural firefall" every February. Conditions need to be right with some water in Horsetail Falls, the light in the right spot and a fairly clear sky.
Horsetail Falls Firefall 1
Horsetail Falls Firefall 2 - 2007
Horsetail Falls Firefall 2 - Longer Exposure
Horsetail Falls Firefall 4 - Longest Exposure