I recently shot a wedding, and as it's that time of year the couple left the reception in the dark. The parents had a plan to use sparklers to form an archway for the happy couple to leave through. I didn't know that this was planned so I had to act fast... which I did.
Fortunately, the sparklers were huge and would be mistaken for RPGs in the middle-east. And because they were huge they would sparkle for three or four minutes which was more than ample for the photography I had in mind.
I grabbed my tripod, camera and SB-600 flash and made a dash for the final part of the archway (which disintegrated in chaos within a few seconds) so I could shoot through the sparkle. I set the camera to shutter priority at 1/15th of a second and changed the flash to use rear curtain. I'll explain that in a moment as it wouldn't do any harm, and could help with what I wanted to accomplish.
Without warning (my shouts were unheard in the commotion), the bride and groom appeared walking through the archway of flames trying to smile and not be blinded by errant sparks. I started shooting without the flash and quickly check the results on the camera's display... which were okay but didn't show the movement that I was looking for... so I dropped the exposure to 1/4 second and shot again. The results had movement, but the camera was firmly mounted on the tripod so no camera shake.
When the couple got within ten feet of me I signaled them to stop and turned the flash on using 2 stops under indicated for TTL flash and took a test shot... not bad so I changed the camera setting to manual after observing the "correct" exposure and started playing with the (then) manual flash output to get as many shots as I could (8) before the sparklers died or the couple were blinded, and I could get the result I wanted. Which I did.
FYI, the rear curtain flash make the flash fire at the end of the exposure. It's particularly useful when photographing vehicles as it gives the illusion of a car with light steaks behind it. If you use standard flash settings, the streaks will be traveling "forward" and it will look odd.