Twice in the books Daenerys has been in situations where it is reasonable to expect that she would have been burned to death, or at least seriously injured, yet has come out unharmed.
The first time was when she stepped into the funeral pyre of Khal Drogo, which resulted in her dragon eggs hatching. The second time is in A Dance with Dragons, when she is exposed to Drogon's fire.
In both instances, all that happens to her is her hair is burned away.
I can't be certain, but I believe there may have been references in the first book to her touching burning coals and other hot materials, as well.
Is this a trait shared by other Targaryens? Her brother certainly wasn't immune to molten gold, and while a number of Targaryens were fascinated with fire (Aerion Targaryen died from drinking wildfire, believing it would turn him into a dragon), I don't recall seeing mention of any Targaryen shrugging off fire.
Is Daenerys' apparent immunity explained anywhere?