thermite thread... or something...

[theDevil]

I am a big fan of sci-fi (and proud of it, i am gonna rule the day, when i get my own spaceship... ...since i know everything abouth tricorders and the cochran anti mater-mater stream... yes it is a joke... a poor one, those are the ones that i know )

but back to the subject at hands, i was watching a show called stargate sg1, where they (the heroes) where all, but one, behind bars (think the jail bars of the excellent movie Rio Bravo (with the duke)).
The one not captured, came back for his friends (ofcourse), and had some sort of twine or wire that he wrapped around the bolt mechanism, that connects the lock to the door, after starting the fuse, it did not explode, but had a bright sparkle effect and burned through the lock... ...making him the instant hero of the group.

my question is: is this method only a hollywood moviemagic trick?
or could you fashion thermate-th3 in this way, like a "string" instead of a grenade?