Today you get a “two-fer” — two videos showing the process of thermite welding.
I’d always wondered how railroad rails were welded together until I ran across a post on Neatorama. Basically, a thermite reaction is used — here a mix of aluminum powder and iron oxide (rust) powder are heated to a point at which they start an exothermic (heat-generating) reaction. The iron oxide turns to iron and sinks to the bottom of the reaction vessel, dropping into a mold around the rails (to form the weld), while the aluminum is oxidized and stays on top of things as slag.
The first video shows the prep work, from removing the old joint bars to setting up the molds:
The second video shows the welding and cleanup of the weld: