Here is my attempt to replicate a couple of ancient oil lamps. The terra cotta piece inspired me when I saw numerous case-fulls of Romanesque, Byzantine and Etruscan oil lamps at the MET last summer. The oil lamp actually works, though it burns with a very dark smoke. I will perhaps one day try to burn it with olive oil, though I imagine the smoke will be even darker than the generic lamp oil I purchased. The blue piece on the wick is not mine, it came with the wick.
The other lamp is inspired by a Roman/Byzantine piece I saw on the internet while researching some other pieces. I have not yet attempted to light it. I am guessing that a flay wick lays in the spout/trough thing. It seems though that it would produce a wildly unmanageable flame. My lamp is a nearly exact replica of what I found online, but being it is an ancient piece, the original may be missing an important flame suppressing device that is not included with mine.