Small natural-gas seep behind a waterfall in upstate New York that flickers eternally. Found in 1860s; persists despite the geology not really making sense.
From Wikipedia
The Eternal Flame Falls is a small waterfall located in the Shale Creek Preserve, a section of Chestnut Ridge Park in Western New York. A small grotto at the waterfall's base emits natural gas, which can be lit to produce a small flame. This flame is visible nearly year round, although it can be extinguished and must occasionally be re-lit.