http://www.youtube.com/watch?v=XH2z11pDssY&feature=related
Unfortunately no real sound of recording is it?
See links showing japanese jazz pianist playing burning grandpiano on beach in front of 500 people. Doesn't sound anything special, though. hah...
Good idea in theory, but I think it has been documented how little piano reacts on burning. It just loses the sound. No dramatic collapses etc.