Flame with out the Burn?

I was wondering, is there a substance on this earth that can produce a flame (particularly blue, but any color is fine) But does not have the burning affect a normal flame would?

The Leidenfrost effect is a phenomenon in which a liquid, in near contact with a mass significantly hotter than the liquid's boiling point, produces an insulating vapor layer which keeps that liquid from boiling rapidly. This is most commonly seen when cooking; one sprinkles drops of water in a skillet to gauge its temperature"if the skillet's temperature is at or above the Leidenfrost point, the water skitters across the metal and takes longer to evaporate than it would in a skillet that is above boiling temperature, but below the temperature of the Leidenfrost point. It has also been used in some potentially dangerous demonstrations, such as dipping a wet finger in molten lead[1] or blowing out a mouthful of liquid nitrogen, both enacted without injury to the demonstrator.[2] The effect is also responsible for the ability of liquid nitrogen to skitter across lab floors, collecting dust in the process.

It is named after Johann Gottlob Leidenfrost, who discussed it in A Tract About Some Qualities of Common Water in 1756.

One should not declare his flame out of the blue..

The temperature of the flame is different from how much heat is transferred.

With your alcohol trick, you're getting a cooling effect from the liquid evaporating into vapor.