Video cameras are small enough nowadays that you can strap them onto anything that moves, including fireworks. For the first time ever, check out what a bottle rocket sees as it launches, blows up, and then falls back to Earth.
All of these vids were taken with 808 keychain cameras that shoot in 720p HD. They're a little over $100 online, and you can mount them on everything from arrows to chickens. Basically, it's the same idea as a GoPro, just smaller and cheaper. Small enough and cheap enough, in fact, to be stuck onto a tube of explosive and launched into the air.
Not that it's easy to get a good video from a firework, as the dude who made the video explains:
It ended up being harder to get a good shot than I though it would be. I was going to mount fins on the to stabilize them, but by the time I got the idea I already shot through my supply, and when I went to get more they had put a ban on fireworks sales. :-/