This guy makes a demonstration rocket engine from an acrylic rod and gaseous oxygen. A little bit of machining included, but at 57 seconds he's drilling the rod in his lathe. It is interesting to see the drill at work inside something.
http://www.youtube.com/watch?feature...&v=TLPWqCMb7DE
http://www.youtube.com/watch?feature...&v=TLPWqCMb7DE
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