In the past olive oil used to be used in simple oil lamps ( a wick and a bowl).
Also Crisco although not really healthy to eat can have multiple uses including fuel; kind of like the tallow candle. I remember a Boy Scout survival quiz which consisted of a list or random items. On the list was the Crisco and it was one of the very first things you should have chosen according to the answers. They listed cooking, fires, lubrication, skin protection from wind and lip balm as some of its many applications. The only reason I have it in my home is to season my cast iron cookware.