When you're tasked with invading a fortified castle, the easiest way to defeat your foes is to burn their home from the inside out. And while we've lost some of the medieval skills mastered by our ancestors, it turns out that creating your own self-igniting fire arrows isn't that difficult thanks to modern technology.
Specifically, all you'll need to find is a hefty clump of steel wool, and a run-of-the-mill 9V battery. The steel wool attaches to the arrow, while the battery simply mounts to the base of a slingshot that's used for launching the projectile here. When the two meet as the slingshot's elastic is drawn back, the steel wool ignites and then burns as the arrow soars through the air.
The technique should work just as well with a bow or crossbow, but only if you've got access to a large field or somewhere safe. In other words, trying this experiment in your parent's basement is a terrible, terrible idea.