To acquire to flames, simply run up to the bonfire and click on it like you would a chest or similar item. Once the casting bar has completed, the fire will be placed in your inventory automatically. Right click on that item to begin a quest, one quest for each fire. Unfortunately, these quests require level 50 to begin.
- Exodar - The Exodar Flame is one of the more hidden simply due to the town's layout, but you'll run into the least amount of player resistance here. You'll find the Flame of Exodar in the back of The Crystal Hall, the northmost wing of the city's three wings.
- Darnassus - You will run into a little more Alliance opposition here than in Exodar, since Alliance players generally pass through here to begin the Unusual Activity chain. Luckily, you don't even need to enter Darnassus itself to reach the flame. It is in Rut'Theran Village, a few steps away from the dock to/from Auberdine.
- Ironforge - This is where you'll see the most Alliance interference, most likely. The flame is in the Hall of Explorers, far in the back of the city. If you want to avoid going through the front door and getting slammed by all of the players auctioning and banking at the front of the city, I recommend doing the Stormwind flame first and using the Deeprun Tram since it will take you pretty close to the Hall of Explorers. If Stormwind is highly populated on your server, you may want to do it the other way around.
- Stormwind - This city has become fairly popular since The Burning Crusade, so this might challenge you more than Ironforge depending on your server. The Stormwind flame is just next to the Stockade. If you don't know where the Stockade is, go west from the Trade District and across the first bridge you see. If you look north along the Canals, you'll see the Stockade Meeting Stone. Run towards that, and the flame will be on your left. If you need to make a quick getaway or drop some heat from guard aggro, pop in there for a minute or two and people will forget all about you.
- Silvermoon City - If you play on an RP server, you'll probably run into a fair amount of opposition in this city. If you play on a PvP server, you'll probably skirt by without much issue. The Silvermoon flame is right on the edge of the Court of the Sun, just after you exit Murder Row. Murder Row has a distinct lack of guards, so if you need to drop some aggro, flailing wildly in this section is a good way to make the guards give up and go away. Oh, and if you play a gnome, you can hide from players under the lilypads in the fountain. I'm serious. It works.
- Undercity - This is one of the more populated cities, but that's balanced out by the fact that it has the most exposed flame of them all. Ride straight in the front door, enter the courtyard, and it's on your left. Easy enough.
- Orgrimmar - The flame is pretty close to Thrall's chambers in the Vallery of Wisdom, just a few steps away from the corpse of Mannoroth. There will be a lot of player interference in this area, but you can dodge and/or leash most of the guards if you enter the city from the side entrance and sneak along the back of the city. If you need to make a quick escape, dip down into the Cleft of Shadow and spend a few minutes inside Ragefire Chasm, just as Horde players can do with the Stockade.
- Thunder Bluff - Your mileage may vary as far as the opposition you run into. I got in and out pretty clean, but this city's population varies wildly per server. The flame can be found on The Spirit Rise. The easiest route is to simply take the elevator up, ride straight to the bridge across, and then go straight for the flame. The guards from the main area of the city will leash on the bridge, and you likely won't pull more than one or two guards on your way to the flame.
So, what happens if you turn in all four of the flames? Well, I'm glad you asked! That is where the quest A Thief's Reward comes in. You turn the flames in at any of your own capital cities, and those same people will over this to you when they've gotten all four. 5 gold, 10 silver, and the Crown of the Fire Festival is your prize for all of your hard work. Blizzard really enjoys making hats hard to get, don't they?