François;
I bought the DVD but haven't had a chance to watch it yet. Maybe tonight.
In answer to your question - I haven't used or found any of these materials, although you can buy chunks of iron pyrites ("fool's gold") in many jewellery and science stores, and I have a small piece of it somewhere at home.
According to my reading, I know that the - um - pre-Columbian inhabitants of North America did use iron pyrites and flint to make sparks; their most prized tinder was the true tinder fungus, found on dying birch trees. Supposedly, this would catch a spark and hold it, so it could be transferred to the kindling. Their next most prized was the false tinder fungus, which was more common and would also provide excellent tinder, but needed to be prepared first by boiling it and doing some other stuff to it.
I'm pretty sure that anyone who was trained in native bushcraft skills would be much better able to spot these items than I would, and at least two of the three would have been readily available. (I suspect fool's gold was something they would have prized and carried with them, possibly trading for it if there was none to be found locally; but the other two are readily available.)
For more information on bushcraft skills in the Northern Boreal Forest, try Mors Kochanksi's "Northern Bushcraft" (the second edition which is the one currently in stores was titled simply "Bushcraft" by the publishers, a decision Mors wasn't too happy about apparently.)
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"The mind is not a vessel to be filled but a fire to be kindled."
-Plutarch