The exhaust system on a car is designed to remove the waste gases produced by the engine. These gases are typically very hot, and as they exit the exhaust system they can create a flame. This is most likely to happen when the engine is revving at high speeds, and the exhaust gases are coming out very quickly. If there is any oil or other flammable substance in the exhaust system, this can also cause flames to appear. In most cases, this is not a cause for concern and is simply a result of the way the engine works. However, if you notice flames coming from your car's exhaust on a regular basis, it's important to have it checked out by a mechanic to make sure there isn't a more serious problem.