In a story about the real-world inspiration for the movie version of Silent Hill, Joystiq linked to a site that details the strange history of Centralia, Pennsylvania, where coal fires have been burning underground for over forty years. Over time, the city has been almost totally abandoned, and the fires still burn. It's a bizarre story and an excellent read, and there are also plenty of photos. Here's the link:
http://www.offroaders.com/album/centralia/centralia.htm.