In many works of historical and fantasy fiction, arrows doused in some flammable substance are set alight before firing at the enemy. How commonplace was this tactic in real life (if it was used at all) and if so what advantage would it confer? I have a hard time imagining a burning arrow actually setting anything on fire or having any practical use, were they used purely as a "shock and awe" tactic, to inspire fear into the enemy or were they more effective than one would think?
By fire arrows I'll assume that you're referring to this, and not to the Chinese fire arrows.
I would take depictions of fire arrows you mentioned with an entire pot of salt. The only situations I can think of in which fire arrows could possibly be of any real use would be naval battles and sieges.
By dipping the arrows in tar or resin (or any other flammable material) and shooting enough of them at an easily flammable surface, like a sail or a roof made of straw, you could possibly start a fire. The problem is that if you shoot the arrow with enough speed, the flame will probably extinguish, so you would have to use "weaker" bows and have the distance at which you can shoot severily reduced. But, if you managed to set fire to a structure and those you were fighting had no means to put it out or at least confine it, that would probably have its advantages. You could start a huge fire in a besieged city and install panic (if you were attacking) or destroy siege engines approaching the walls (if you were defending).
Anyway, that could be partially prevented by wetting the roofs of the most vulnerable houses and covering battering rams and siege towers with wet pelts.
So, as I said, take it with a lot of salt.
Edit: When I said dipping the arrow in tar or resin, I didn't mean it was literally dipped. I meant they would have had attached flammable composites, e.g. by using arrow points like this. Found a video.
Edit no 2: For sources, check this post.
