This lamp, blow torch or soldering torch is all brass and marked, "Simplex, Pat. Pend., Eerblow Mfg. Co., Leetsdale, PA."
I know nothing about this device. There are two knobs that need a pair of pliers to adjust, judging by the scars on the brass around them and the fact that they don't budge with fingers turning them. That might be a cap on top for filling the thing, but it doesn't budge either.
Another eBayer called one similar to this an antique alcohol burning soldering torch. Besides the scratches around the knobs, there's a dent on the bottom edge and some discoloring on the brass. It feels solid, nothing loose outside. It makes a tiny jingle you can barely hear inside when you shake it.
Karen Wilson Wehrle is a published writer who blogs about running a home business on Home Business Round Table, and blogs about knitting mistakes on Knits Gone Bad. She lists vintage collectibles on eBay, designs knitwear and knits Socks for Soldiers.