The video clip below shows a group of Swedish adventurers with a steam-powered sled. According to a rough-and-ready translation of the commentary, they heat a tank containing 15 liters (just under 4 US gallons) of water to a temperature of 400° Centigrade (752° Fahrenheit), attach it to their sled, and open a valve at the rear. The resulting jet of steam propels them across a frozen lake at speeds of over 100 kilometers per hour (more than 62 mph). They claim that the current world record for a steam-powered sled is 105.2 km/h, and they want to try to set a new world record later this year (hopefully before the ice melts!).
Personally, I think I'll pass. The thought of casually heating up a home-made pressure vessel to those temperatures in an open fire like that, then strapping it down between my legs for a run across the ice . . . let's just say I've suddenly remembered a (pressing) previous engagement!