Yes, when I was a kid, I have, in the form of a Mini Cooper race car with Minilite Magnesium wheels. It started with an engine fire while they were refueling the car at the paddocks in front of where I was watching the race with my Mom and brothers while my dad was doing race course marshal duties with his friends. The fire was white hot at four corners of the car and the race course firemen could not put water on the fire because of the explosive effect that it would have had with the magnesium on fire. They had to let the whole car burn to nothing. All that was left of the car after the fire was white ash at the corners and just a black mess of melted asphalt and car in between them.