Sometimes health food stores carry Beeswax candles. I bought a few myself at our local health food store. The Pheylonian candles look like something I would like to try.

And the UCO Candle Lantern also has beeswax candles for their lanterns. They are supposed to last 12 hours compared to their regular candles which are supposed to last 9 hours. http://www.rei.com/product/737330

Joy