WARNING: A Dance With Dragons spoilers ahead!
In one of Jon's POV chapters we see
Mance get burned (almost) alive. But before that Melisandre sets fire to The Horn of Joramun.
What I find interesting is that it seems as though she uses Wildfire to achieve the burn, but it is nowhere stated explicitly whether this is true or not.
Here is the relevant text (I have highlighted the important parts):
FREE FOLK!” cried Melisandre. “Behold the fate of those who choose the darkness!”
The Horn of Joramun burst into flame.
It went up with a whoosh as swirling tongues of green and yellow fire leapt up crackling all along its length.
-A Song of Ice and Fire: A Dance With Dragons - Part One (Dreams and Dust), Jon.
Reasons why I think it's Wildfire:
- "Green and yellow" seem to me a characteristic of Wildfire
- When I think about it you probably would need Wildfire to burn a horn that big
- Melisandre and the Red Priest are quite similar and Thoros uses wildfire to light his sword1