What's that flame in the back of Katniss that doesn't really burn? What flames can't burn?
Passion is a flame that does not burn. :)
The trick with these things is to define what you mean by "flame" and "burn" ... by definition, physical combustion means that something has to burn ... but it just does not have to be the thing you expect.
The biblical burning bush burns without being consumed by the fire and this is what is usually meant and that is what is meant in the Hunger Games fire dress.
You can also firewalk without getting burned.
Perfectly normal flames do not have to burn you.
So it all boils down to definitions and desired effects.
 Dictamnus Alexander and Zhenia Fleisher note that:
Intermittently, under yet unclear conditions, the plant excretes such a vast amount of volatiles that lighting a match near the flowers and seedpods causes the plant to be enveloped by flame. This flame quickly extinguishes without injury to the plant.
... probably not miraculous enough for christians though.
<sigh> Hunger Games is fiction. It is not real.
Did they put the dress in the movie? Are you asking how the special effect was done?
Note: cold fusion is not all that cold ... it is just less than millions of degrees.
But in Many Worlds of Quantum.. anything that can happen will happen and is happening. so somewhere out there it happens