Yosemite National Park, California.
This park was gazetted as a national park in 1890. It is world famous for its rugged terrain, waterfall and century-old pine trees. It covers 1,200 sq km and the "fire" waterfall of El Capitan is one of the most spectacular of all scenery.
The Yosemite Firefall was a summer time ritual that lasted from 1872 until 1968 in which burning hot embers were dropped a height of about 3000 feet from the top of Glacier Point in Yosemite National Park down to the valley below, and from a distance looked similar to a glowing water fall because the people who dumped the embers made sure to do so in a uniform fashion. The ritual was performed by several generations of the owners of the Glacier Point Hotel. The ritual ended in January of 1968 when the National Park Service ordered that the Firefall be discontinued. The hotel burned down a year later and was never rebuilt.
The ritual was performed at 9 PM every night, to coincide with the end of a performance at Camp Curry.
This is where Rick Roberts came up with the name of the 1970's country rock band, Firefall.
UPDATE: I see by my Sitemeter that this post of mine got a number of hits from people searching specifically on "fire waterfall" or "El Capitan", and some included the word "hoax" in their search.
For those who are interested, no, this is not a hoax. Now, the original text of the e-mail that I received these in was totally wrong, in that it said this was some sort of natural phenomenon due to sunlight hitting the waterfall in just the right way. That's totally bogus. The text above that I lifted from Wikipedia is correct. I happen to know the members of the band Firefall (yes, they are still around), the lead guitar player being my older brother, and the current bass player was the one who sent me these photos. I am pretty sure that Rick Roberts, who picked the name back in the 70's, would have known if this were a hoax or not. One of these photos is actually in the inside sleeve of one of their albums, Elan (the old vinyl version, that is). Although, not being much of a photo bug, I suspect that most of these are time exposures, which gives the firefall its smooth, continuous look. Otherwise, it would look like a bunch of burning logs and sticks falling.
Besides, if you can't believe Wikipedia, who CAN you believe these days?
UPDATE II: Thanks to commenter Amanda. There actually is a waterfall in Yosemite that does catch the sunlight and look like it is on fire. Here is the link she provided. O.K., there are TWO versions of a Firefall in the same national park. Amazing. I stand corrected. Actually, I think these pictures are a mixture of both. The one taken at the side of the falls where it is obviously twilight is the actual 1968 version of the firefall. The others may be this sunlit version.