I’ve seen those in some developing countries. Scary as hell. Usually wired up to a nearby plug socket for added fear factor. Definitely an incentive to make sure you use the shower curtain carefully.
The scariest shower I’ve seen was at an offgrid mountain hut / hostel thing in iceland. They had rigged up a shower using a partially dismantled domestic boiler linked up to a calor gas bottle. It was right beside the shower and you could see the flames when the boiler when on as all the cladding had been taken off. Oh and the flue vented into the shower room. A real incentive to keep the shower short.