On the Absheron Peninsula of modern Azerbaijan, where natural gas vents kept fires burning for centuries, Zoroastrians constructed temples which became sites of pilgrimage. "Ateshgah" is the Persian for "fire place," and is used as the name of this one near Baku, which is now an open-air museum. Now it has a special gas pipe supplying fuel for the fire, but at its height the gas below the surface kept not only the central fire burning, but fires at the top of the four corner posts, as well. There was also a small secondary fire off to the side, and chambers in the outer wall where the pilgrims and ascetics would live and perform feats like this:
Why is fire sacred in Zoroastrianism? It actually goes back to pre-Zoroastrian Indo-Iranian beliefs in the order of the cosmos where were formalized in a belief in seven creations: sky, water, earth, plants, beneficent animals (especially cattle), humanity, and fire. According to Zoroastrianism, fire, the seventh creation, runs throughout and provides the guiding spirit for the others. It is a vital elemental force under the dominion of Asha, the cosmic principle of order which battles the darkens and will eventually bring about the triumph of good.