Can pressure affect the buoyancy of objects in water or air?

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I watched a demo where this guy had smoke coming out of 2 chimneys and they were connected at the bottom. Under one chimney he had a candle flame, and then he covered both chimneys and let smoke build up and then uncovered the chimneys and the smoke fell down one and went out the one with the candle flame. Could this be done with a buoyant object in water? If I submerged and object that normally floated but then I heated water above it could I make it stay there. I know that might sound crazy or could I maybe do this with a balloon in air?
 
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This isn't so much due to changes in density as it is due to convection currents. Of course, the currents are generated due to changes in density, but smoke is heavier than air regardless of whether smoke/air are hot or cold. If air isn't moving, smoke settles down. It's the rising hot air that carries the smoke upwards.
 
In principle, yes. In practice, you need to keep in mind that the density of water changes much less than that of a gas as temperature changes. For a gas that is heated from 300 K to 400 K, the resultant density is 75% of the original value. For water heated from +4 C (maximum density at normal pressure) to 100 C, the resultant density is 96%. Consequently, the buoyant force changes much less.