Fireclay to be specific. Once again, kilns are used to effect chemical changes in the special clays. These clays are then mixed and blended in order to allow specific properties to be prevalent. These mixes are then made into a variety of products. Much of it is formed into special brick shapes, then fired again to help stabilize the size of the brick.
Plastic refractories are a special class.
Refractories are mostly used in two roles. In particular, refractories are there to withstand the flame and process chemicals that could damage the vessels' integrity. The second role that refractories perform is insulation. This has a couple of serious benefits. Firstly, it keeps the heat away from the steel shell, as a brick that 2500 o F sitting against the steel is not much better than a 2500 o F flame impinging on it.