In the microwave, because I'm kind of an idiot. I stuck a brownie in there and hit 1 min, planning on taking it out before the minute was up. Then I started washing my coffee cup and didn't look back at the microwave until it beeped. It was full of smoke and now my office is full of smoke. I couldn't tell if there were actual flames because there was so much smoke, but I dumped some water in there anyway. There was definitely some sizzling.
ETA: Yogurt cannot replace a brownie. I am unsatisfied.