Chlorine Gas
This is slightly more dangerous than the other two experiments, so you shouild know what you're doing before you try this...
Ever wonder why ammonia bottles always say 'do not mix with chlorine bleach', and visa-versa? That's because if you mix ammonia water with ajax or something like it, it will give off chlorine gas. To capture it, get a large bottle and put ajax in the bottom. then pour some ammonia down into the bottle. since the c hlorine is heavier than air, it will stay down in there unless you use large amounts of either ajax or ammonia (don't!).
Take a small cloth or rag and soak it in turpentine. Quickly drop it into the bottle of chlorine. It should give off a lot of black smoke and probably start burning...