While I like the texture of the smoke in all of them (and the lighting in the first!), that very simple composition of No. 2 really grabs me! Really, really does!
It's been over a month, but the lighting setup was pretty simple. I had the match mounted on the tip of a knife blade with a little hunk on kneaded rubber eraser. I just wanted to make sure that my mount didn't cast any shadows, so I tried to find the smallest thing possible.
I had one SB-800 @ 85mm focal width mounted behind and below the match, at about 1/16th or so. I was shooting 1/500 @ f9-f11 or so. I would adjust a little up/down with test shots until I found a spot that didn't have much lensflare/knife glare.
Then my wife lit and blew out the match a few times while I mashed the shutter release. We took about 8-15 shots per match, and then switched the camera orientation/angle up. Rinse. Repeat.
If I have a decent setup photo, I'll post it tonight.