This simple emergency lamp was shown in the the April 1949 issue of Popular Mechanics.  It consists of nothing more than a glass, a cork, and a piece of string.  Cooking oil is used as the fuel.

Slightly more elaborate designs can be found in Nuclear War Survival Skills, which reports that such a lamp consumes only an ounce of fuel in eight hours, yet provides enough light for reading.  Some strategically placed aluminum foil will assist with the light output.