Harvard’s Department of Natural Sciences demonstrates an optical technique known as Schlieren Optics, that allows us to see small changes in the index of refraction in air. A point source of light is reflected from a concave mirror and focused onto the edge of a razor blade, which is mounted in front of the camera. Light refracted near the mirror and intercepted by the blade gives the illusion of a shadow.
Seen here are the heated gases from a candle flame and a hair dryer, helium gas, and sulfur hexafluoride gas. For more information on this specific setup, see here.
Note that this version of the setup uses a white LED flashlight instead of an automotive light bulb.