Castle Siege: Flaming arrows
Burning oil is the easier of the two, since the basic flame elements 



can connect into a realistically looking stream of liquid fire:







Depicting individual arrows is a lot harder due to the absence of a single arrow piece (aside from the proportionally way oversized harpoon piece), and adding a flame piece is even harder. Your best bet would probably be adding a flame piece, any of the several sizes available to a shield:



Or use a flame piece with a shaft as a combined arrow and flame:



But if 3rd party pieces are not out of question, you can get some convincing results, in this case with Brickarms arrows: