Ignition coils are a cheap way to have some high voltage fun. You can usually find them in old cars or a used parts shop. They need a special circuit to work outside of the car; fortunately it’s fairly easy to make one.
Ignition coils are essentially pulse transformers. Transformers that work using pulses of current, instead of standard alternating current. These pulses that are applied to the primary coil are magnified and the voltage appearing from the secondary coil can be up to about 40kV.
Have some fun with ignition coils.