
Regarding other burning shoes scenes... Well there's the infamous burning scene from "James Bond: Never say never again" where sexy villain Fatima Blush is blown up with a rocket pencil and all what's left of her are her burning high heels:

When I saw this scene as a kid I was really stunned and it definitely had a huge impact on me!
Then there's a scene in the Superman tv series episode "Season's Greedings" where Clark uses his heat vision to burn the heel off Lois' shoe. Unfortunately, I never saw it, can anyone find a clip of that scene? The scene is described here (text-search the word "heel"): http://www.imdb.com/title/tt0635179/
I also have a fading memory of a scene I saw on tv as a child: A man takes a pair of black high heels and puts them into the fireplace. He burns them, because his wife died and he has no use for them anymore. We also get a close-up of the burning heels in the fire. It haunts me to this day that I can't remember anything else about this scene (maybe it was black and white? maybe it was a crime story and the man killed his wife?), I was too young, but the scene had a huge impact on me, my eyes were glued to the screen. Maybe the movie turns up someday, but it may be lost forever.
There's also an episode of "Cagney and Lacey" where the two heroines investigate undercover as hookers and one of them comments that the high heels hurt her feet and that she's going to burn the shoes once their job is done. See her commenting here (not on the burning, though): http://www.youtube.com/watch?v=rTvKt1aCFK0
In the end she indeed burns her heels in a trash can, although the scene is very short and it's a long time since I saw it. Can anyone find a clip of that?