Fire Arrow

The Legend of Zelda: Ocarina of Time
The Fire Arrow is an upgrade to Link's bow arsenal. It causes the spot it hits to burst into flame. This attribute makes it quite useful for lighting torches, melting ice, dealing significant damage to enemies and etc. They are particularly useful when there are torches that Din's Fire would be useless for because they were too far way.

The Legend of Zelda: Majora's Mask
They are more useful in Majora's Mask than in their first game, Ocarina of Time, particularly against the boss Goht. They're aquired differently in each game: In Ocarina of Time they are a completely optional item, whereas gained by shooting an arrow at the sun, they are found in the second dungeon in Majora's Mask

The Legend of Zelda: The Wind Waker
You get this in The Wind Waker at the Mother and Child Isles after recieving the Ballad of the Gales. Just warp and you've got it.

NOTE: To get the Fire Arrows you must beat Forsaken Fortress the second time for the 'Doors of your destiny to swing open'.