I actually have seen people (2 girls in moscow) inhaling some kind of hard liquer. They set the alc on fire, covered it up and stuck a straw in in from the site .. and inhaled.
Then they went crazy and pulled on each other hair <---- kidding!
Now there is some kind a machine to do the same thing:
A new way of consuming alcohol that offers an immediate hit with no hangover the next day has been introduced in the United Kingdom.The new method is known as AWOL, an acronym for 'Alcohol With Out Liquid', and could become a hit in the global club scene due to the euphoric 'high' created when alcohol is vaporised, mixed with oxygen and inhaled.