When somebody is burned and gets put out, you will usually see smoke in small places where you can't get a fog machine in. Or in a Airplane! With the smoking ticket, how do they do that effect?
In the past they probably had to get the fog on it, then film quickly.
My guess on the smoking ticket in the movie Airplane is that they probably had a thin sheet of dry ice inside the prop.
Today, it's probably mostly done with cgi, although some directors still favor physical effects wherever possible, since cgi can get a little boring once you can do anything with it.