In pyrotechnics

Fireworks

Fireworks are a class of explosive pyrotechnic devices used for aesthetic and entertainment purposes. The most common use of a firework is as part of a fireworks display. A fireworks event is a display of the effects produced by firework devices...

 a comet is a block attached to the outside of a shell

Shell (projectile)

A shell is a payload-carrying projectile, which, as opposed to shot, contains an explosive or other filling, though modern usage sometimes includes large solid projectiles properly termed shot . Solid shot may contain a pyrotechnic compound if a tracer or spotting charge is used...

 or launched freely, which burns and emits sparks as the shell is rising, leaving a trail in the sky. Some comets use a matrix composition with small stars

Pyrotechnic star

Pyrotechnic stars are pellets or simply pieces of pyrotechnic composition which may contain metal powders, salts or other compounds that, when ignited, burn a certain colour or exude a spark effect. They are a part of all projectile-type fireworks. The most common is the aerial shell. When...

 embedded in it. The matrix composition burns with little light but ignites the stars, producing the effect. Some freely-launched comets contain crossette breaks, which explode and break the comet into pieces to produce a branching effect.

Comets intended for use indoors near an audience, such as at a rock concert, are typically freely-launched projectiles designed to completely consume themselves to reduce the hazard to audience members.