Well, burning wagon trains happened, but not as often as Western movies make it look. Too much valuable loot going up in flames. If there was a chance the wagon could be captured, that's what would be done. Might be able to capture guns, metal tools, food, clothes, knives, axes, and other gear. The wagon would be burned afterwards since that makes it easier to get the rims off the wheels to make arrowheads. So sometimes the assumption was made fire arrows burned the wagons.
With my people, before Europeans arrived, we'd fire villages in war. Since the dwellings had thatch roofs, this was easily done. The Spaniards made sketches of this being done. We had textiles, so we could wrap an arrow in fiber cordage, soak this in hickory nut oil or bear fat, and use this. Those crude arrowheads you find in the Southeast are often the points used for fire arrows. There's no reason to knapping a great point for an arrow you're just going to launch on fire into a thatch roof and not be able to recover. These points are often thick and heavy so they'd dig deep into the thatch. There wasn't a whole lot of need to worry about loot since anything they had was stuff we could make ourselves anyway. Besides, the places that were worth looting were obvious. They were sitting atop mounds.
