I was just reading an article in PopSci about a thermal lance (sorry its not online, just in the magazine at the moment).
Now just what is a thermal lance, you might ask.
Well to quote wikipedia (http://en.wikipedia.org/wiki/Thermal_lance) for those of you too lazy to click the link:
I was wondering if any of you had any experience with thermal lances, or have any clue what quantity of oxygen they would use up.A thermal lance or thermic lance or burning bar is a tool which burns iron in an oxygen rich environment (n.b., not thermite) to create very high temperatures for cutting. It consists of a long iron tube packed with iron rods, which are sometimes mixed with aluminum or magnesium rods which increase the heat output. One end of the tube is placed in a holder and oxygen is fed through the tube.
It seems like possibly the most awesome thing ever, what with the rock-melting capabilities and all... Its like a thermite torch, minus the hard to get chemicals.

edit: youtube video of melting a concrete block with a thermal lance
[youtube][/youtube]