Alcohol lamps

Yes of course. blue Flame and clean flame.

Nothing else? What is with water vapor?

All carbohydrates produce CO2 and H2O when burning. The smaller known carbohydrate molecule is methane, CH4. So in presence of oxygen (O2) it burns according to formula: CH4 + 2O2 -> CO2 + 2H2O + heat & light (actually, heat is the form of light, in deep IR, by vibration excitation). So, as a result of burning, there is two molecules of water, and just one molecule of carbon dioxide.