It happened once before the law, and it looks like it will happen once again at the end of the tribulation:
 
II Peter 2:6 And turning the cities of Sodom and Gomorrha into ashes condemned them with an overthrow, making them an ensample unto those that after should live ungodly;
 
Jude 7 Even as Sodom and Gomorrha, and the cities about them in like manner, giving themselves over to fornication, and going after strange flesh, are set forth for an example, suffering the vengeance of eternal fire.
 
It would appear that the only time that this happens is:
 
Revelation 17:16 And the ten horns which thou sawest upon the beast, these shall hate the whore, and shall make her desolate and naked, and shall eat her flesh, and burn her with fire.
 
So, is the burning of the whore the fulfilment of II Peter 2:6 and Jude 7?