We all know Primed TNT is an entity, yeah? Well, all entities can be hurt. So, what do you get when you cross Primed TNT with a flaming arrow? You get TNT on fire, which I'm not sure can be fixed. It might take a long time, but primed TNT could stay as a block and stay where the TNT was all the time for it's short little fuse. Anyway, here's the bug.

You can actually do this is any mode, but try it in creative mode first, because it's hard to get an enchanting table for me. Also, here's a list of things that can also set the about-to-explode TNT on fire.
Dispensers with fire charge.
Maybe flint and steel.