I've doe a little bit in my back yard, nothing much other than melting cans and making ingots...
Seriously small...a big paint can that I lined with vermiculite/fly ash and sodium silicate (from head gasket sealer if you don't make it yourself), a peach can (crucible), and some coal that was lying around (charcoal better), and an old vacuum cleaner that had a "blow" function.
Third run I got the sparkly thermite reaction going on the rusty edges of the can...should have changed cans at round two.