They did this stunt at the Olympics opening ceremony.

People have played actually burning pianos (usually old, crap ones) but getting good tunes out of the instrument is not compatible with heating the strings that much, they detune and snap. I think they just used a keyboard built into an otherwise empty piano case with some gasoline.

https://www.youtube.com/watch?v=V6Gzly1HGeo

For all you Life is Strange fans out there.

Subnautica - Abandon Ship

Techtonica - almost all the tracks

Jets’N’Guns
Rebel Galaxy
Hardspace Shipbreaker

Hm, space ship games…